Comments on: Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates

Ingmar Visser () and Maarten Speekenbrink ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2014, vol. 23, issue 3, 478-483

Abstract: Bartolucci et al. (Test, 2014 ) provide a nice showcase of the flexibility of latent Markov models for longitudinal data. Indeed, their list of applications is impressive and includes a wide variety of models, with covariates to model transitions between latent states and direct effects on the observations, such that the model becomes a latent Markov regression model, and models for multivariate data, to mention but a few. Bartolucci et al. also briefly discuss the relationship between latent Markov models and hidden Markov models. These models share their basic assumptions, but were developed with different objectives in mind: the latent Markov model is aimed at longitudinal data, whereas the hidden Markov model is aimed at modeling time-series data. As a result of this difference in focus, different estimation and inference methods have been developed, which each have their strengths and weaknesses. Surprisingly, the literatures on latent and hidden Markov models have remained largely separate. We believe that a marriage between these literatures can provide even greater flexibility to this modeling framework than each of them can muster separately. Copyright Sociedad de Estadística e Investigación Operativa 2014

Keywords: Hidden Markov model; Contingency table; Missing data; Continuous time observations; Psychology; Software (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s11749-014-0389-z (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:testjl:v:23:y:2014:i:3:p:478-483

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/11749/PS2

DOI: 10.1007/s11749-014-0389-z

Access Statistics for this article

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Alfonso Gordaliza and Ana F. Militino

More articles in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research from Springer, Sociedad de Estadística e Investigación Operativa
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().