Further Statistical Methods - Lecture 10
Alternative methods for longitudinal data
This lecture surveys a number of alternative methods of interest for longitudinal data, primarily to indicate that this field is huge. Another name for longitudinal data is "repeated measurements", describing the fact that the same thing is measured at several times.
For a variety of different methods, see for example
Lindsey, J. K. (1993). Models for Repeated Measurements. Oxford University Press.
For dynamic (state-space) models, primarily based on the normal distribution, see
West, M. and Harrison, J. (1996). Bayesian Forecasting and Dynamic Models. 2nd edition. Springer, New York.
or chapter 8 of
Fahrmeir, L. and Tutz, G. (2001). Multivariate Statistical Modelling Based on Generalized Linear Models. 2nd edition. Springer, New York.
which in particular is a good source for generalised linear state-space models.
The example of using graphical models for Bergman's minimal model is based on
Andersen, K.E. & Højbjerre, M. (2003). A Bayesian Approach to Bergman's Minimal Model, in C.M.Bishop & B.J.Frey (eds), Proceedings of the Ninth International Workshop on Artificial Intelligence and Statistics, pdf.
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Last updated: Wednesday, 21 February 2007 18:04. Steffen L. Lauritzen