Global and local tests to assess stationarity of Markov transition models |
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Authors: | Idemauro Antonio Rodrigues de Lara John Hinde Cesar Augusto Taconeli |
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Institution: | Exact Sciencies Department, Luiz de Queiroz College of Agriculture, University of S?o Paulo, Piracicaba, S?o Paulo, Brazil |
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Abstract: | We present global and local likelihood-based tests to evaluate stationarity in transition models. Three motivational studies are considered. A simulation study was carried out to assess the performance of the proposed tests. The results showed that they present good performance with the control of the type-I error, especially for ordinal responses, and control of the type-II error, especially for the nominal case. Asymptotically they are close to the classical test performance. They can be executed in a single framework without the need to estimate the transition probabilities, incorporating both categorical and continuous covariates, and used to identify sources of non-stationarity. |
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Keywords: | Generalized linear models Longitudinal categorical data Simulation study transition probabilities |
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