This paper introduces Hidden Markov Models for the analysis of authentic learning data from an applied field. For illustrative purposes, it shows how classical 2-state all-or-none models can be extended to adequately fit the competence development process of nursery apprentices in a clinical context. It also presents some of the main underlying ideas, such as model specifications, parameters estimation, model selection, the Viterbi algorithm, and goodness-of-fit issues. Markov models have been used in psychology since the mid-fifties (Miller, 1952; Steiner & Greeno, 1969) to infer cognitive states from sequences of data in learning experiments. They are now considered very general tools for integrating large sets of longitudinal observations (Langeheine, Stern, & van de Pol, 1994), from implicit learning (Visser, Raijmakers, & van der Maas, 2009) to well-being (Eid, & Langeheine, 2007). They have also been used in the classroom context to study negotiations betwee
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