Search results for " latent Markov model"
showing 4 items of 4 documents
The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach
2021
This paper develops an extension of the class of finite mixture models for longitudinal count data to the bivariate case by using a trivariate reduction technique and a hidden Markov chain approach. The model allows for disentangling unobservable time-varying heterogeneity from the dynamic effect of utilisation of primary and secondary care and measuring their potential substitution effect. Three points of supports adequately describe the distribution of the latent states suggesting the existence of three profiles of low, medium and high users who shows persistency in their behaviour, but not permanence as some switch to their neighbour's profile.
Mixture Hidden Markov Models for Sequence Data: The seqHMM Package in R
2019
Sequence analysis is being more and more widely used for the analysis of social sequences and other multivariate categorical time series data. However, it is often complex to describe, visualize, and compare large sequence data, especially when there are multiple parallel sequences per subject. Hidden (latent) Markov models (HMMs) are able to detect underlying latent structures and they can be used in various longitudinal settings: to account for measurement error, to detect unobservable states, or to compress information across several types of observations. Extending to mixture hidden Markov models (MHMMs) allows clustering data into homogeneous subsets, with or without external covariate…
Patterns of poverty among elderly Americans: a Latent Class Markov Model
2017
ABSTRACTThis article studies poverty persistence and the role of social security programmes on poverty among elderly in the US. We use a Latent Markov model to disentangle unobserved heterogeneity and state dependence. Because of its dynamic nature, unobserved heterogeneity is modelled to vary over time. This allows to capture different latent states of poverty that change over time. Result indicates the existence of three unobserved types evolving over time according to their propensity to be poor. Moreover, a strong persistence in poverty especially for women, individuals living alone and ethnic minorities is found. Finally, the estimates indicate that giving social assistance tends to re…
Short-run and long-run persistence of bad health among elderly
2019
We study the health dynamics among older Americans using ten waves of the Health and Retirement Study following a spell-approach and a regression-based approach. The former is fully non parametric synthesizing the sequences of health status into a Health Persistence Index. The latter approach relies on a Latent Markov (LM) model capturing persistence in poor health by modelling time-varying unobserved heterogeneity. Our results show that only few elders experiences persistently a poor health status. The higher values of the index are consistently observed with the main socio-demo-economic risk factors. Moreover LM model indicates the existence of three unobserved groups differing in their p…