In this thesis, a simulation study is held and a statistical model is fitted to the simulated data. This data is assumed to be the satisfaction of the customers who withdraw their salary from a particular bank. It is a longitudinal data which has bivariate and binary response. It is assumed to be collected from 200 individuals at four different time points. In such data sets, two types of dependence -the dependence within subject measurements and the dependence between responses- are important and these are considered in the model. The model is Marginalized Transition Random Effects Models, which has three levels. The first level measures the effect of covariates on responses, the second level accounts for temporal changes, and the third level measures the difference between individuals. Markov Chain Monte Carlo methods are used for the model fit. In the simulation study, the changes between the estimated values and true parameters are searched under two conditions, when the model is correctly specified or not. Results suggest that the better convergence is obtained with the full model. The third level which observes the individual changes is more sensitive to the model misspecification than the other levels of the model.
| Identifer | oai:union.ndltd.org:METU/oai:etd.lib.metu.edu.tr:http://etd.lib.metu.edu.tr/upload/12609568/index.pdf |
| Date | 01 May 2008 |
| Creators | Yalcinoz, Zerrin |
| Contributors | Ilk, Ozlem |
| Publisher | METU |
| Source Sets | Middle East Technical Univ. |
| Language | English |
| Detected Language | English |
| Type | M.S. Thesis |
| Format | text/pdf |
| Rights | To liberate the content for public access |
Page generated in 0.0021 seconds