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Simple State space models in a mixed model framework

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Title Simple State space models in a mixed model framework
 
Creator Piepho, Hans-Peter
Ogutu, Joseph O.
 
Subject MODELS
 
Description State-space models play a central role in time series analysis. Biological time series, which present trend, seasonal, and cyclic fluctuations, can be well described by such models. In addition, biological experiments and surveys often have a relatively complex design structure calling for special attention. It is straightforward to account for design effects in a mixed linear model framework. This article shows how simple state-space models can be cast as a standard mixed model, provided the transition matrix of the state equation has a simple form. This opens up the opportunity for refined modeling of time series data involving complex blocking and treatment structures. Conversely, the state-space model gives rise to a special class of variance-covariance structures. Thus, integrating state-space components into a mixed model broadens the class of variance-covariance structures that may be employed to model serial correlation in longitudinal data. The approach is illustrated using several biological examples.
 
Date 2010-04-21T10:56:51Z
2010-04-21T10:56:51Z
2007-08-01
 
Type Journal Article
 
Identifier Piepho, H.P.; Ogutu, J.O. 2007. Simple State space models in a mixed model framework. The American Statistician 61(3): 224-232
0003-1305
http://hdl.handle.net/10568/1291
 
Language en
 
Source American Statistician