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A family of repeated measurements models
Authors:J. K. Lindsey
Affiliation:(1) Biostatistics, Limburgs Universitair Centrum, 3590 Diepenbeek, Belgium
Abstract:A general family of multivariate distributions for repeated measures can be obtained by applying the Laplace transform of a gamma distribution to the integrated intensity function of any continuous distribution on the positive real line. Both clustering and serial dependence can be handled. The response variable may be counts, durations between events, or any continuous positive-valued measurements.
Keywords:Clustering  counts  event history  gamma distribution  integrated intensity  Kalman filter  Laplace transform  longitudinal study  negative binomial process  Pareto distribution  random effects  serial dependence
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