We demonstrate the use of a multidimensional extension of the latent Markov model to analyse data from studies with repeated binary responses in developmental psychology. In particular, we consider an experiment based on a battery of tests which was administered to pre-school children, at three...

We propose a causal analysis of the mother’s educational level on the health status of the newborn, in terms of gestational weeks and weight. The analysis is based on a finite mixture structural equation model, the parameters of which have a causal interpretation. The model is applied to a...

The evaluation of nursing homes and the assessment of the quality of the health care provided to their patients are usually based on the administration of questionnaires made of a large number of polytomous items. In applications involving data collected by questionnaires of this type, the...

We develop a recursion for hidden Markov model of any order h, which allows us to obtain the posterior distribution of the latent state at every occasion, given the previous h states and the observed data. With respect to the well-known Baum-Welch recursions, the proposed recursion has the...

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...

We show that the h-index and the g-index, which are commonly used to mea- sure the research productivity of a scientist, may be seen as concentration indices. For these indices we also propose transformations that make them always ranging between two known limits, which correspond to the...

A multivariate hidden Markov model is proposed to explain the price evolution of Bitcoin, Ethereum, Ripple, Litecoin, and Bitcoin Cash. The observed daily log-returns of these five major cryptocurrencies are modeled jointly. They are assumed to be correlated according to a variance-covariance...

We consider estimation of the causal effect of a sequential binary treatment (typically corresponding to a policy or a subsidy in the economic context) on a final outcome, when the treatment assignment at a given occasion depends on the sequence of previous assignments as well as on time-varying...

Evaluation of corrupt activities is incrementally based on administration of questionnaires to firms in business, and generally involves a large number of items. Data collected by questionnaires of this type can be analyzed by Latent Class (LC) models in order to classify firms into homogeneous...

The periodic evaluation of health care services is a primary concern for many institutions. In this work, we focus on nursing home services with the aim to produce a ranking of a set of nursing homes based on their capability to improve - or at least to keep unchanged - the health status of the...