Bartolucci, Francesco; Montanari, Giorgio E.; Pandolfi, … - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 287-301
A three-step approach is proposed to estimate latent Markov (LM) models for longitudinal data with and without covariates. The approach is based on a preliminary clustering of sample units on the basis of time-specific responses only, and is particularly useful when a large number of response...