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The authors illustrate how to perform maximum-likelihood estimation in latent class (LC) analysis when there are sampling weights. The methods are natural extensions of the approaches proposed by Clogg and Eliason (1987) and Magidson (1987) for dealing with sampling weights in the log-linear...
Persistent link: https://www.econbiz.de/10010789418
Discrete-time discrete-state Markov chain models can be used to describe individual change in categorical variables. But when the observed states are subject to measurement error, the observed transitions between two points in time will be partially spurious. Latent Markov models make it...
Persistent link: https://www.econbiz.de/10010775978