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The Modified Kalman Filter Macro
Claude Messan Setodji
J. R. Lockwood
Daniel F. McCaffrey
Marc N. Elliott
John L. Adams
其他書名
User's Guide
出版
RAND
, 2011
URL
http://books.google.com.hk/books?id=LFJ-0AEACAAJ&hl=&source=gbs_api
註釋
The Modified Kalman Filter approach for pooling information across time and across outcomes is shown to improve accuracy in national estimates of health outcomes including cancer, diabetes, and hypertension especially in small racial/ethnic subgroups. The developed SAS macro models true health states in each subgroup assuming a linear time evolution and an autoregressive deviation around such trend. The macro provides multiple options for users.