Comparison of Estimation Procedures for Multilevel AR(1) Models

To estimate a time series model for multiple individuals, a multilevel model may be used. In this paper we compare two estimation methods for the autocorrelation in Multilevel AR(1) models, namely Maximum Likelihood Estimation (MLE) and Bayesian Markov Chain Monte Carlo. Furthermore, we examine the...

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Detalles Bibliográficos
Autores principales: Krone, Tanja, Albers, Casper J., Timmerman, Marieke E.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2016
Materias:
Psychology
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4876370/
https://www.ncbi.nlm.nih.gov/pubmed/27242559
http://dx.doi.org/10.3389/fpsyg.2016.00486

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4876370/
https://www.ncbi.nlm.nih.gov/pubmed/27242559
http://dx.doi.org/10.3389/fpsyg.2016.00486

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