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Markov Chain Monte Carlo methods for handling missing covariates in longitudinal mixed models

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COMPSTAT

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Abstract

Handling missing covariates in longitudinal mixed effect models is demonstrated on a medical example.

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Author information

Authors and Affiliations

  1. Institute of Medical Informatics, Statistics and Epidemiology, University of Leipzig, Liebigstrasse 27, 04103, Leipzig, Germany

    Ernst Schuster

Authors
  1. Ernst Schuster
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Editor information

Editors and Affiliations

  1. Department of Statistical Methods, Statistics Netherlands, P.O. Box 4000, 2270 JM, Voorburg, The Netherlands

    Jelke G. Bethlehem

  2. Faculty of Social Sciences, Department of Methodology and Statistics, Utrecht University, P.O. Box 80140, 3508 TC, Utrecht, The Netherlands

    Peter G. M. van der Heijden

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© 2000 Springer-Verlag Berlin Heidelberg

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Schuster, E. (2000). Markov Chain Monte Carlo methods for handling missing covariates in longitudinal mixed models. In: Bethlehem, J.G., van der Heijden, P.G.M. (eds) COMPSTAT. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57678-2_60

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  • DOI: https://doi.org/10.1007/978-3-642-57678-2_60

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-1326-5

  • Online ISBN: 978-3-642-57678-2

  • eBook Packages: Springer Book Archive

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