- Volume 27 Issue 2
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Bayesian Hierarchical Mixed Effects Analysis of Time Non-Homogeneous Markov Chains
계층적 베이지안 혼합 효과 모델을 사용한 비동차 마코프 체인의 분석
- Sung, Minje (School of Business, Ajou University)
- 성민제 (아주대학교 경영학과)
- Received : 2013.12.21
- Accepted : 2014.02.19
- Published : 2014.04.30
The present study used a hierarchical Bayesian approach was used to develop a mixed effect model to describe the transitional behavior of subjects in time nonhomogeneous Markov chains. The posterior distributions of model parameters were not in analytically tractable forms; subsequently, a Gibbs sampling method was used to draw samples from full conditional posterior distributions. The proposed model was implemented with real data.
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