Análisis estadístico de datos categóricos ordenados

• Muñoz, Breda ^[1]
  1. [1] Universidad de Costa Rica

     Universidad de Costa Rica

     Hospital, Costa Rica

     
• Localización: Revista de Matemática: Teoría y Aplicaciones, ISSN 2215-3373, ISSN-e 2215-3373, Vol. 1, Nº. 1, 1994, págs. 41-46
• Idioma: español
• DOI: 10.15517/rmta.v1i1.101
• Enlaces
  • Texto completo (pdf)
• Resumen
  • español

    Se propone un modelo para datos de panel categóricos ordenados utilizando el supuesto de un proceso estocástico subyacente de Markov, continuo en el tiempo y de espacio discreto. La estimación de la matriz de transición tridiagonal estabiliza la implementación del método de máxima verosimilitud. La estimación de las tasas de intensidad es muy natural.

  • English

    Ordered categorical panel data is modeled assuming an underlying continuous-time finite-space Markov chain. The tridiagonal form of the intensity matrix renders the implementation of the maximum likelihood method more stable numerically. The intensities describe rates of transitions between adjacent categories producing a very natural interpretation.

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