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pymc-devs / pymc-examples

Examples of PyMC models, including a library of Jupyter notebooks.
https://www.pymc.io/projects/examples/en/latest/
MIT License
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Notebook Proposal: Applied Longitudinal Data Analysis #508

Closed NathanielF closed 1 year ago

NathanielF commented 1 year ago

Notebook proposal

Applied Longitudinal Data Analysis

Why should this notebook be added to pymc-examples?

While hierarchical modelling is covered admirably in the pymc examples repository i thought it might be worth adding a detailed write up of longitudinal analysis using a hierarchical structure, where crucially one of the levels is TIME. I was thinking of following the presentation of Singer and Willett in their Applied Longitudinal Data Analysis book, but since panel data is so common in econometrics i might draw on Hansen's new Econometrics book too. I think there are many subtleties to these types of model estimations in the mle frequentist framework which are maybe not as much of an issue in the Bayesian setting (research to be done!)....

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Related notebooks

I don't think these themes are covered in the example gallery yet, but hierarchical models obviously are. Bambi seems to have a pig example: https://bambinos.github.io/bambi/notebooks/multi-level_regression.html

References

Applied Longitudinal Data Analysis: Modeling Change and ...https://academic.oup.com › book

Solomon Kurz has also began to look at this book in the context of brms modelling: https://bookdown.org/content/ef0b28f7-8bdf-4ba7-ae2c-bc2b1f012283/

NathanielF commented 1 year ago

Just giving this one another nudge this week. Would either of you @aloctavodia or @drbenvincent be able to review the PR this week? Thanks in advance.