2011
DOI: 10.1007/978-3-642-19931-8_2
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Elder Care Alert Management - Decision Support by a Logistic Regression Model

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Cited by 4 publications
(2 citation statements)
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“…The assumption that var() = σ²I, i=1,...M, can be generalized. The mixed linear model can be regarded as an extension of the classic linear multivariate regression model, where an additional "error" is considered, traducing the correlations between observations bellowing to the same group (Seco, Felgueiras, Fdez-Riverola, & Pereira, 2011). The estimators from fixed parameters β are obtained from the likelihood function, and the variance components estimation is made using the restricted maximum likelihood method (REML).…”
Section: Methodsmentioning
confidence: 99%
“…The assumption that var() = σ²I, i=1,...M, can be generalized. The mixed linear model can be regarded as an extension of the classic linear multivariate regression model, where an additional "error" is considered, traducing the correlations between observations bellowing to the same group (Seco, Felgueiras, Fdez-Riverola, & Pereira, 2011). The estimators from fixed parameters β are obtained from the likelihood function, and the variance components estimation is made using the restricted maximum likelihood method (REML).…”
Section: Methodsmentioning
confidence: 99%
“…The mixed linear model can be regarded as an extension of the classic linear multivariate regression model, where an additional "error" is considered, traducing the correlations between observations bellowing to the same group (Seco, Felgueiras, Fdez-Riverola, & Pereira, 2011). The estimators from fixed parameters β are obtained from the likelihood function, and the variance components estimation is made using the restricted maximum likelihood method (REML).…”
mentioning
confidence: 99%