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Results tagged with time-varying-covariate
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user 250181
A variable that records something about a study unit in a longitudinal study that changes over the course of the study.
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Can Time Varying Coefficient models with a Kalman filter approximate any non-linear function?
I read that Time Varying Coefficients (TVC) models with non-parametric methods can approximate any non-linear function. This is from "Non-Linear Models: Where Do We Go Next - Time Varying Parameter M …
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