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Dynamic Factor Analysis for Multivariate Time Series: An Application to Cognitive Trajectories
We propose a dynamic factor model appropriate for large epidemiological studies and develop an estimation algorithm which can handle datasets with large number of subjects and short temporal information. The algorithm uses a two cycle iterative approach for parameter estimation in such a large datas...
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| Publicado no: | Int J Clin Biostat Biom |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2015
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4704801/ https://ncbi.nlm.nih.gov/pubmed/26753177 |
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