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Dynamic Factor Analysis for Multivariate Time Series: An Application to Cognitive Trajectories
We propose a dynamic factor model appropriate for large epidemiological studies and develop an estimation algorithm which can handle datasets with large number of subjects and short temporal information. The algorithm uses a two cycle iterative approach for parameter estimation in such a large datas...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
2015
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4704801/ https://www.ncbi.nlm.nih.gov/pubmed/26753177 |