Access the full text.
Sign up today, get DeepDyve free for 14 days.
Loading next page...
/lp/wiley/compatibility-of-multi-wave-panel-data-and-the-continuous-time-0rourCMVKp
References (11)
-
B. Singer, S. Spilerman (1977a)
Fitting stochastic models to longitudinal survey data—some examples in the social sciences, 47
-
J. F. C. Kingman (1962)
The imbedding problem for finite Markov chains, 1
-
J. H. Pollard (1977)
Numerical and Statistical echniques -
T. W. Anderson, L. A. Goodman (1957)
Statistical inference about Markov chains, 28
-
B. Singer, J. E. Cohen (1979)
Lecture on Mathematics in the Life Sciences, 12
-
C. Hsiao (1986)
Analysis of Panel Data -
M. Iosifescu (1980)
Finite Markov Processes and their Applications -
S. Johansen (1974)
Some results on the embedding problem for finite Markov chains, 8
-
J. S. Coleman (1964)
Introduction to Mathematical Sociology -
G. Elfving (1937)
Zur Theorie der Markoffschen Ketten, A2
-
P. Carette (1995)
Characterization of embeddable 3 × 3 stochastic matrices with a negative eigenvalue, 1
- Publisher
- Wiley
- Copyright
- Copyright © 1998 Wiley Subscription Services, Inc., A Wiley Company
- ISSN
- 8755-0024
- eISSN
- 1099-0747
- DOI
- 10.1002/(SICI)1099-0747(199809)14:3<219::AID-ASM349>3.0.CO;2-5
- Publisher site
- See Article on Publisher Site
Abstract
Multi‐wave panel data are observations at two or more points in time on a continuously changing attribute of interest (e.g. behaviour). In this paper, the adequacy of the continuous‐time homogeneous Markov chain (CTHMC) model is assessed for describing the process of change underlying such data. In the case of equidistant observational times, it may happen that the maximum‐likelihood estimate of the transition probability matrix between successive observational times from these data cannot arise from a CTHMC. It is investigated whether this event can be ascribed to chance through the introduction of an hypothesis test. © 1998 John Wiley & Sons, Ltd.
Journal
Applied Stochastic Models and Data Analysis – Wiley
Published: Sep 1, 1998
Keywords: ; ; ;