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Estimation of the linear mixed integrated Ornstein–Uhlenbeck model

The linear mixed model with an added integrated Ornstein–Uhlenbeck (IOU) process (linear mixed IOU model) allows for serial correlation and estimation of the degree of derivative tracking. It is rarely used, partly due to the lack of available software. We implemented the linear mixed IOU model in S...

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Detalles Bibliográficos
Autores principales: Hughes, Rachael A., Kenward, Michael G., Sterne, Jonathan A. C., Tilling, Kate
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5407356/
https://www.ncbi.nlm.nih.gov/pubmed/28515536
http://dx.doi.org/10.1080/00949655.2016.1277425