Pairwise Likelihood Inference for Nested Hidden Markov Chain Models for Multilevel Longitudinal Data
多层纵向数据嵌套隐马尔可夫链模型的成对似然推断
In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim, we propose an approach based on nested hidden (latent) Markov chains, which are associated with every sample unit and with every cluster. The approach allows us to account for the previously mentioned forms of unobserved heterogeneity in a dynamic…