Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jmva.2011.10.006
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Xiao Song & Marie Davidian & Anastasios A. Tsiatis, 2002. "A Semiparametric Likelihood Approach to Joint Modeling of Longitudinal and Time-to-Event Data," Biometrics, The International Biometric Society, vol. 58(4), pages 742-753, December.
- Tian, Guo-Liang & Tan, Ming, 2003. "Exact statistical solutions using the inverse Bayes formulae," Statistics & Probability Letters, Elsevier, vol. 62(3), pages 305-315, April.
- Barndorff-Nielsen, O. & Schou, G., 1973. "On the parametrization of autoregressive models by partial autocorrelations," Journal of Multivariate Analysis, Elsevier, vol. 3(4), pages 408-419, December.
- Guo‐Liang Tian & Ming Tan & Kai Wang Ng, 2007. "An exact non‐iterative sampling procedure for discrete missing data problems," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 61(2), pages 232-242, May.
- David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
- Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549, November.
- Wang, Wan-Lun & Fan, Tsai-Hung, 2010. "ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1328-1341, May.
- Tan, Ming & Tian, Guo-Liang & Wang Ng, Kai, 2006. "Hierarchical models for repeated binary data using the IBF sampler," Computational Statistics & Data Analysis, Elsevier, vol. 50(5), pages 1272-1286, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Firoozeh Rivaz & Majid Jafari Khaledi, 2015. "Bayesian spatial prediction of skew and censored data via a hybrid algorithm," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(9), pages 1993-2009, September.
- D. Concordet & R. Servien, 2014. "Individual prediction regions for multivariate longitudinal data with small samples," Biometrics, The International Biometric Society, vol. 70(3), pages 629-638, September.
- Özgür Asar & David Bolin & Peter J. Diggle & Jonas Wallin, 2020. "Linear mixed effects models for non‐Gaussian continuous repeated measurement data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(5), pages 1015-1065, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Wan-Lun Wang, 2019. "Mixture of multivariate t nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(1), pages 196-222, March.
- Contreras-Reyes, Javier E. & López Quintero, Freddy O. & Wiff, Rodrigo, 2018. "Bayesian modeling of individual growth variability using back-calculation: Application to pink cusk-eel (Genypterus blacodes) off Chile," Ecological Modelling, Elsevier, vol. 385(C), pages 145-153.
- Jiin Choi & Stewart J. Anderson & Thomas J. Richards & Wesley K. Thompson, 2014. "Prediction of transplant-free survival in idiopathic pulmonary fibrosis patients using joint models for event times and mixed multivariate longitudinal data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(10), pages 2192-2205, October.
- Elizabeth D. Schifano & Himchan Jeong & Ved Deshpande & Dipak K. Dey, 2021. "Fully and empirical Bayes approaches to estimating copula-based models for bivariate mixed outcomes using Hamiltonian Monte Carlo," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 133-152, March.
- Melkamu Molla Ferede & Samuel Mwalili & Getachew Dagne & Simon Karanja & Workagegnehu Hailu & Mahmoud El-Morshedy & Afrah Al-Bossly, 2022. "A Semiparametric Bayesian Joint Modelling of Skewed Longitudinal and Competing Risks Failure Time Data: With Application to Chronic Kidney Disease," Mathematics, MDPI, vol. 10(24), pages 1-21, December.
- Elizabeth R. Brown & Joseph G. Ibrahim & Victor DeGruttola, 2005. "A Flexible B-Spline Model for Multiple Longitudinal Biomarkers and Survival," Biometrics, The International Biometric Society, vol. 61(1), pages 64-73, March.
- Hosoe, Nobuhiro & Takagi, Shingo, 2012.
"Retail power market competition with endogenous entry decision—An auction data analysis,"
Journal of the Japanese and International Economies, Elsevier, vol. 26(3), pages 351-368.
- Nobuhiro Hosoe & Shingo Takagi, 2011. "Retail Power Market Competition with Endogenous Entry Decision-An Auction Data Analysis," GRIPS Discussion Papers 11-01, National Graduate Institute for Policy Studies.
- Wang, Wan-Lun & Fan, Tsai-Hung, 2010. "ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1328-1341, May.
- Buddhavarapu, Prasad & Bansal, Prateek & Prozzi, Jorge A., 2021. "A new spatial count data model with time-varying parameters," Transportation Research Part B: Methodological, Elsevier, vol. 150(C), pages 566-586.
- Mumtaz, Haroon & Theodoridis, Konstantinos, 2017.
"Common and country specific economic uncertainty,"
Journal of International Economics, Elsevier, vol. 105(C), pages 205-216.
- Haroon Mumtaz & Konstantinos Theodoridis, 2015. "Common and Country Specific Economic Uncertainty," Working Papers 752, Queen Mary University of London, School of Economics and Finance.
- Jesse Elliott & Zemin Bai & Shu-Ching Hsieh & Shannon E Kelly & Li Chen & Becky Skidmore & Said Yousef & Carine Zheng & David J Stewart & George A Wells, 2020. "ALK inhibitors for non-small cell lung cancer: A systematic review and network meta-analysis," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-18, February.
- Christina Leuker & Thorsten Pachur & Ralph Hertwig & Timothy J. Pleskac, 2019. "Do people exploit risk–reward structures to simplify information processing in risky choice?," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 5(1), pages 76-94, August.
- Francois Olivier & Laval Guillaume, 2011. "Deviance Information Criteria for Model Selection in Approximate Bayesian Computation," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 10(1), pages 1-25, July.
- Raggi, Davide & Bordignon, Silvano, 2012.
"Long memory and nonlinearities in realized volatility: A Markov switching approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3730-3742.
- S. Bordignon & D. Raggi, 2010. "Long memory and nonlinearities in realized volatility: a Markov switching approach," Working Papers 694, Dipartimento Scienze Economiche, Universita' di Bologna.
- Chen Tong & Peter Reinhard Hansen & Ilya Archakov, 2024. "Cluster GARCH," Papers 2406.06860, arXiv.org.
- Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2023. "Large Time‐Varying Volatility Models for Hourly Electricity Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(3), pages 545-573, June.
- Rubio, F.J. & Steel, M.F.J., 2011. "Inference for grouped data with a truncated skew-Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3218-3231, December.
- Alessandri, Piergiorgio & Mumtaz, Haroon, 2019.
"Financial regimes and uncertainty shocks,"
Journal of Monetary Economics, Elsevier, vol. 101(C), pages 31-46.
- Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial Regimes and Uncertainty Shocks," Working Papers 729, Queen Mary University of London, School of Economics and Finance.
- Piergiorgio Alessandri & Haroon Mumtaz, 2014. "Financial regimes and uncertainty shocks," BCAM Working Papers 1404, Birkbeck Centre for Applied Macroeconomics.
- Padilla, Juan L. & Azevedo, Caio L.N. & Lachos, Victor H., 2018. "Multidimensional multiple group IRT models with skew normal latent trait distributions," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 250-268.
- Svetlana V. Tishkovskaya & Paul G. Blackwell, 2021. "Bayesian estimation of heterogeneous environments from animal movement data," Environmetrics, John Wiley & Sons, Ltd., vol. 32(6), September.
More about this item
Keywords
Conditional conjugate priors; Hierarchical models; Inverse Bayes formulas; MCMC; Multivariate longitudinal data;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:105:y:2012:i:1:p:300-310. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.