LATENT MARKOV MODELS WITH APPLICATIONS 

Program code
SS017-11

Program Duration
4 Days

Dates
September 16-20th, 2017

Credits
3 ECTS

Tuition
From 180 € to 850 € price vary from SIS and partner entities members or non-SIS members.

LATENT MARKOV MODELS WITH APPLICATIONS 

Description & Topics Covered

The course “Latent Markov models with applications” aims at introducing the main basic theory of the latent Markov models, that are tailored for the analysis of panel data. Panel data are collected repeatedly over time for the same units. Basic and advanced methods to develop latent Markov models are explained also when explanatory variables are collected. An insight of the underlying assumptions, which are based on stochastic processes, is provided as well as guidelines on how to apply the models for the analysis of longitudinal data. Response variables can be quantitative or categorical, and even incomplete for some subjects. The inferential procedures are explained in detail both from a classical and Bayesian inferential perspective. The applications and exercises are developed by using the R environment.

The course will in part follow the theory of the Latent Markov models explained in the book Bartolucci F., Farcomeni A., Pennoni F. (2013). Latent Markov models for longitudinal data, Chapman and Hall/CRC, Boca Raton, ISBN (http://www.crcpress.com/product/isbn/)

The first part of the school will be will be dedicated to the basic model’s features and to applicative examples by illustrating also some data analysis issues, and the second to more extensive theoretical aspects with illustrative examples and exercises in different fields of application.

Local Organizing Committee

Fulvia Pennoni

Scientific Committee