Estimation and Tests for a Longitudinal Regression Model Based on the Markov Chain

TitleEstimation and Tests for a Longitudinal Regression Model Based on the Markov Chain
Publication TypeJournal Article
Year of Publication2009
AuthorsM. Islam, A, Sultan, KS, Chowdhury, RI
JournalStatistical Methodology
Call Numbernewpubs20100129_Islam.pdf

In this paper, the dependence of transition probabilities on covariates and a test procedure for covariate dependent Markov models are examined. The nonparametric test for the role of waiting time proposed by Jones and Crowley M. Jones, J. Crowley, Nonparametric tests of the Markov model for survival data Biometrika 79 (3) (1992) 513522 has been extended here to transitions and reverse transitions. The limitation of the Jones and Crowley method is that it does not take account of other covariates that might have association with the probabilities of transition. A simple test procedure is proposed that can be employed for testing: (i) the significance of association between covariates and transition probabilities, and (ii) the impact of waiting time on the transition probabilities. The procedure is illustrated using panel data on hospitalization of the elderly population in the USA from the Health and Retirement Survey (HRS).

Endnote Keywords

Models, Statistical

Endnote ID


Citation Key7391