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dc.contributor.author | Han, Chien-Pai | en |
dc.contributor.author | Hawkins, D. L. | en |
dc.date.accessioned | 2010-06-03T18:16:21Z | en |
dc.date.available | 2010-06-03T18:16:21Z | en |
dc.date.issued | 1997 | en |
dc.identifier.uri | http://hdl.handle.net/10106/2340 | en |
dc.description.abstract | **Please note that the full text is embargoed** ABSTRACT: The paper extends the authors' earlier methods for estimating transition probabilities, by combining aggregate and haphazard recapture data, to the case of categorical covariates. Both fixed and time-dependent covariates are considered. A two-stage estimation procedure is proposed. The first stage uses a Markov model to estimate multivariate transition probabilities for the response and all covariates. The second stage uses the Stage 1 estimates to model covariate effects. The required number of sampling waves depends only on the number of response levels and time-dependent covariate levels — and not on the number of fixed covariate levels. Recommendations are given for the required sampling fraction — which decreases with the increasing population size — to obtain reliable results. A key improvement over the earlier work is the capability to estimate transition probabilities within small strata obtained by post-stratification of a large sample, without requiring the strata sample sizes to be large. | en |
dc.language.iso | en_US | en |
dc.publisher | University of Texas at Arlington | en |
dc.relation.ispartofseries | Technical Report;319 | en |
dc.subject | Finite population sampling | en |
dc.subject | Time-dependent covariance | en |
dc.subject | Capture-recapture | en |
dc.subject | Post-stratification | en |
dc.subject.lcsh | Mathematics Research | en |
dc.subject.lcsh | Statistics | en |
dc.title | Estimating Transition Probabilities from Aggregate Samples Augmented by Haphazard Recaptures II. The Case of Covariates. | en |
dc.type | Technical Report | en |
dc.publisher.department | Department of Mathematics | en |
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