An alternative method for evaluating stationarity in transition models

Author(s)

Rodrigues de Lara, Idemauro Antonio ; Hinde, John ; Taconeli, Cesar Augusto

• Document type: Journal article
• Source: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION; v. 87, n. 15, p. 2962-2980, 2017.
• Web of Science Citations: 0

Abstract

Transition models are an important framework that can be used to model longitudinal categorical data. A relevant issue in applying these models is the condition of stationarity, or homogeneity of transition probabilities over time. We propose two tests to assess stationarity in transition models: Wald and likelihood-ratio tests, which do not make use of transition probabilities, using only the estimated parameters of the models in contrast to the classical test available in the literature. In this paper, we present two motivating studies, with ordinal longitudinal data, to which proportional odds transition models are fitted and the two proposed tests are applied as well as the classical test. Additionally, their performances are assessed through simulation studies. The results show that the proposed tests have good performance, being better for control of type-I error and they present equivalent power functions asymptotically. Also, the correlations between the Wald, likelihood-ratio and the classical test statistics are positive and large, an indicator of general concordance. Additionally, both of the proposed tests are more flexible and can be applied in studies with qualitative and quantitative covariates. (AU)

• FAPESP's process: 15/02628-2 - Longitudinal categorical data analysis: a focus on Markov transition models
• Grantee: Idemauro Antonio Rodrigues de Lara
• Support Opportunities: Scholarships abroad - Research