Comparison of Estimation Procedures for Multilevel AR(1) Models
نویسندگان
چکیده
منابع مشابه
Comparison of Estimation Procedures for Multilevel AR(1) Models
To estimate a time series model for multiple individuals, a multilevel model may be used. In this paper we compare two estimation methods for the autocorrelation in Multilevel AR(1) models, namely Maximum Likelihood Estimation (MLE) and Bayesian Markov Chain Monte Carlo. Furthermore, we examine the difference between modeling fixed and random individual parameters. To this end, we perform a sim...
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ژورنال
عنوان ژورنال: Frontiers in Psychology
سال: 2016
ISSN: 1664-1078
DOI: 10.3389/fpsyg.2016.00486