TY - JOUR
T1 - Parameter Estimation in Logistic Regression for Transition, Reverse Transition and Repeated Transition from Repeated Outcomes
JF - Applied Mathematics
Y1 - 2012
A1 - Rafiqul I Chowdhury
A1 - M. Ataharul Islam
A1 - Huda, S.
A1 - Briollais, L.
KW - Computer Program
KW - Markov Model
KW - Repeated Transition
KW - Reverse Transition
KW - Transition
AB - Covariate dependent Markov models dealing with estimation of transition probabilities for higher orders appear to be restricted because of over-parameterization. An improvement of the previous methods for handling runs of events by expressing the conditional probabilities in terms of the transition probabilities generated from Markovian assumptions was proposed using Chapman-Kolmogorov equations. Parameter estimation of that model needs extensive pre-processing and computations to prepare data before using available statistical softwares. A computer program developed using SAS/IML to estimate parameters of the model are demonstrated, with application to Health and Retirement Survey (HRS) data from USA.
ER -