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A Matrix Regression Model for the Transition Probabilities in a Finite State Stochastic Process

Chris Robertson
Journal of the Royal Statistical Society. Series C (Applied Statistics)
Vol. 39, No. 1 (1990), pp. 1-19
Published by: Wiley for the Royal Statistical Society
DOI: 10.2307/2347807
Stable URL: http://www.jstor.org/stable/2347807
Page Count: 19
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A Matrix Regression Model for the Transition Probabilities in a Finite State Stochastic Process
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Abstract

In psychology, the free-recall experiment is used to investigate the organization of items in memory. A model is introduced to describe the ordinal features of the responses to this experiment. This is essentially a model of the transition probabilities in a finite state stochastic process in discrete time. A matrix regression model is introduced to investigate the effects of various factors on organization. Simulation techniques are used to assess the goodness of fit of the model and to test hypotheses about the model parameters. Finally components of the log-likelihood are used as diagnostic tools to check that there are no outliers. An example involving the recall of personalities' names is considered.

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