Italy, Milan

Latent Markov models

when 16 September 2017 - 20 September 2017
language English
duration 1 week
credits 3 ECTS
fee EUR 850

The short course aims to introduce the main basic theory of the latent Markov models
tailored for the analysis of data collected over time on the same units. Some
basic and advanced way to develop the statistical models are explained also when
explanatory variables are collected at more points in time. The purpose is to
provide an understanding of the underlying assumptions of the theory which is
based on stochastic processes as well as to teach how to apply the models for the
analysis of longitudinal data when the response variables are quantitative or categorical
and even for complex incomplete data.
The course will in part follow the theory explained in the book Bartolucci F., Farcomeni
A., Pennoni F. (2013). Latent Markov models for longitudinal data, Chapman
and Hall/CRC, Boca Raton, ISBN 9781439817087
Other covered themes such as basic notions of probability will be provided according
to the teaching experience of the instructors.
The applications and exercises will be developed by using the R environment and
the code will be fully explained. The main R library will be LMest. Other libraries will
be used for specific purposes related to the complexity of the data.The covered themes
ranges in multidisciplinary areas such as health sciences and economics.
The school will be held in Milano. It will be divided into two sections of two days
each. It will start on Saturday, September 16th and will end on Wednesday, September
20th. The first section will be dedicated to the basic model’s features and to
applicative examples by illustrating also some data analysis issues, and the second
to more extensive theoretical aspects with illustrative examples and exercises in
different fields of application.

Course leader

Prof. Fulvia Pennoni

Target group

The course is mainly dedicated to students from academia and it
is also intended for experts from industry and consultancy with little or no background
in probability who would like to apply the latent Markov models. They should
have a basic familiarity with R.

Course aim

The purpose is to
provide an understanding of the underlying assumptions of the theory which is
based on stochastic processes as well as to teach how to apply the models for the
analysis of longitudinal data when the response variables are quantitative or categorical
and even for complex incomplete data.

Fee info

EUR 850: price vary from SIS and partner entities
members or non-SIS members. Please visit web-site for specific price info
EUR 180: price vary from SIS and partner entities
members or non-SIS members. Please visit web-site for specific price info

Register for this course
on course website