Linear Growth Curve Analysis Based on Exponential Dispersion Models

Bent Jørgensen, Rodrigo Labouriau, SØren Lundbye-Christensen

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1996 · Volume 58 · Issue 3

DOI: 10.1111/j.2517-6161.1996.tb02102.x

Abstract

The paper introduces a class of linear growth curve models based on combinations of exponential dispersion models. The models have three components, namely a latent Markov growth process with stationary and independent increments, a noise component and a component describing variation between subjects. The models allow a wide range of continuous, discrete and mixed distributions. Estimation for the models is based on an estimating equation derived from an EM-like algorithm combined with Kalman smoothing.

Keywords

combinations, dynamic linear model, em algorithm, estimating equation, generalized linear model, kalman filter, kalman smoother, levy process, state space model, tweedie class

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