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Estimating Equations for a Latent Transit ion Model with Multiple Discrete Indicators
Author(s) -
Reboussin Beth A.,
Liang KungYee,
Reboussin David M.
Publication year - 1999
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/j.0006-341x.1999.00839.x
Subject(s) - latent class model , latent variable , latent variable model , econometrics , variable (mathematics) , computer science , estimation , sample (material) , statistics , mathematics , engineering , mathematical analysis , chemistry , systems engineering , chromatography
Summary. This paper proposes a two‐part model for studying transitions between health states over time when multiple, discrete health indicators are available. The includes a measurement model positing underlying latent health states and a transition model between latent health states over time. Full maximum likelihood estimation procedures are computationally complex in this latent variable framework, making only a limited class of models feasible and estimation of standard errors problematic. For this reason, an estimating equations analogue of the pseudo‐likelihood method for the parameters of interest, namely the transition model parameters, is considered. The finite sample properties of the proposed procedure are investigated through a simulation study and the importance of choosing strong indicators of the latent variable is demonstrated. The applicability of the methodology is illustrated with health survey data measuring disability in the elderly from the Longitudinal Study of Aging.