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作者:

Zhao, Yuanying (Zhao, Yuanying.) | Xu, Dengke (Xu, Dengke.) | Duan, Xingde (Duan, Xingde.) | Du, Jiang (Du, Jiang.) (学者:杜江)

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Scopus SCIE

摘要:

Logistic mixed-effects models are widely used to study the relationship between the binary response and covariates for longitudinal data analysis, where the random effects are typically assumed to have a fully parametric distribution. As this assumption is likely limited or unreasonable in a multitude of practical researches, a semiparametric Bayesian approach for relaxing it is developed in this paper. In the context of binomial distribution logistic mixed-effects models, a general Bayesian framework is presented in which a semiparametric hierarchical modelling with an approximate truncated Dirichlet process prior distribution is specified for the random effects. The stick-breaking prior and the blocked Gibbs sampler using Polya-Gamma mixture are employed to efficiently sample in the posterior analysis. Besides, a procedure calculating DIC for Bayesian model comparison is addressed. The methodology is demonstrated through simulation studies and a real example.

关键词:

Polya-Gamma mixture Gibbs sampler Dirichlet process Longitudinal binomial data model comparison

作者机构:

  • [ 1 ] [Zhao, Yuanying]Guiyang Univ, Coll Math & Informat Sci, Guiyang 550005, Peoples R China
  • [ 2 ] [Xu, Dengke]Hangzhou Dianzi Univ, Sch Econ, Hangzhou, Peoples R China
  • [ 3 ] [Duan, Xingde]Guizhou Univ Finance & Econ, Sch Math & Stat, Guiyang, Peoples R China
  • [ 4 ] [Du, Jiang]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing, Peoples R China

通讯作者信息:

  • [Zhao, Yuanying]Guiyang Univ, Coll Math & Informat Sci, Guiyang 550005, Peoples R China

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来源 :

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

ISSN: 0094-9655

年份: 2021

期: 7

卷: 92

页码: 1438-1456

1 . 2 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:31

JCR分区:3

被引次数:

WoS核心集被引频次: 3

SCOPUS被引频次: 3

ESI高被引论文在榜: 0 展开所有

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