Palabras clave
stochastic differential equations
Markov chains; Monte Carlo algorithms
modelos de efectos mixtos
ecuaciones diferenciales estocásticas
algoritmos Monte Carlo por cadenas de Markov
Cómo citar
Resumen
Consideramos un modelo de efectos mixtos general, donde la variabilidad de los efectos aleatorios de los individuos o unidades experimentales son incorporados a través de una ecuación diferencial estocástica. Estos modelos son útiles para analizar simultáneamente datos de medidas repetidas tomadas en tiempo discreto y con errores. Se implementó un algoritmo Monte Carlo por cadenas de Markov para hacer la inferencia a posteriori. Se realizó un análisis de diagnóstico sobre los parámetros estimados para detectar si el modelo es adecuado y mostrar su convergencia, además se muestran las trazas y las densidades estimadas a posteriori. La metodología se ilustró empleando datos sintéticos.
Citas
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