Methods for the analysis of panel data under a continuous-time Markov model are proposed.
We present procedures for obtaining maximum likelihood estimates and associated …

The mover-stayer model, a generalization of the Markov chain model, assumes that there
are two types of individuals in the population under consideration:(a) the “stayer,” who with …

Panel data are observations of a continuous-time process at arbitrary times, for example,
visits to a hospital to diagnose disease status. Multi-state models for such data are generally …

In this paper, situations in which individuals move through a finite set of states according to a
continuous-time Markov process are considered. Only aggregate data are available: these …

Suppose that a heterogeneous group of individuals is followed over time and that each
individual can be in state 0 or state 1 at each time point. The sequence of states is assumed …

The process of change in a discrete characteristic is seldom the same for every respondent
in a panel survey. Mixed Markov latent class models describe cross-tables of consecutive …

Estimation techniques for linear covariance components models are developed and
illustrated with special emphasis on explaining computational processes. The estimation of …

This paper is concerned with finite mixture models in which the populations from one
observation to the next are selected according to an unobserved Markov process. A new, full …

Discusses the autoregressive model (or" fixed effects Markov simplex model") and random
coefficient growth curve models as being two analytic approaches to the theoretical …

The focus of this article is on Markov models for the analysis of panel data and, more
specifically, on data obtained from repeated measurements of one categorical variable at …