Análisis estadístico de datos categóricos ordenados

Ordered categorical panel data is modeled assuming an underlying continuous-time finite-space Markov chain. The tridiagonal form of the intensity matrix renders the implementation of the maximum likelihood method more stable numerically. The intensities describe rates of transitions between adjacent...

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Main Author: Muñoz Hernández, Breda
Format: Artículo
Language: Español
Published: 2015
Online Access: http://revistas.ucr.ac.cr/index.php/matematica/article/view/101
http://hdl.handle.net/10669/12728
Summary: Ordered categorical panel data is modeled assuming an underlying continuous-time finite-space Markov chain. The tridiagonal form of the intensity matrix renders the implementation of the maximum likelihood method more stable numerically. The intensities describe rates of transitions between adjacent categories producing a very natural interpretation.