This paper presents a computer program developed in S-plus to estimate the parameters of covariate dependent higher order Markov Chain and related tests. The program can be applied for two states Markov Chain with any order and any number of covariates depending on the PC capabilities. The program provides the maximum likelihood estimates of the parameters, together with their estimated standard error, t-value and significance level. It also produces the test results for likelihood ratio and model chi-square. To illustrate the program we have used a longitudinal data set on maternal morbidity of rural women in Bangladesh. The occurrences of haemorrhage, convulsion, or fits at different follow-ups were used as outcome variable. Economic status, wanted pregnancy, ages at marriage, and education of women were used as covariates.
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| http://dx.doi.org/10.1016/j.cmpb.2004.10.003 | DOI Listing |
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