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Longitudinal data analysis using Bayesian-frequentist hybrid random effects model

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  • Le Chen
  • Ao Yuan
  • Aiyi Liu
  • Guanjie Chen

Abstract

The mixed random effect model is commonly used in longitudinal data analysis within either frequentist or Bayesian framework. Here we consider a case, in which we have prior knowledge on partial parameters, while no such information on the rest of the parameters. Thus, we use the hybrid approach on the random-effects model with partial parameters. The parameters are estimated via Bayesian procedure, and the rest of parameters by the frequentist maximum likelihood estimation (MLE), simultaneously on the same model. In practice, we often know partial prior information such as, covariates of age, gender, etc. These information can be used, and accurate estimations in mixed random-effects model can be obtained. A series of simulation studies were performed to compare the results with the commonly used random-effects model with and without partial prior information. The results in hybrid estimation (HYB) and MLE were very close to each other. The estimated θ values in with partial prior information model (HYB) were more closer to true θ values, and showed less variances than without partial prior information in MLE. To compare with true θ values, the mean square of errors are much less in HYB than in MLE. This advantage of HYB is very obvious in longitudinal data with a small sample size. The methods of HYB and MLE are applied to a real longitudinal data for illustration purposes.

Suggested Citation

  • Le Chen & Ao Yuan & Aiyi Liu & Guanjie Chen, 2014. "Longitudinal data analysis using Bayesian-frequentist hybrid random effects model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(9), pages 2001-2010, September.
  • Handle: RePEc:taf:japsta:v:41:y:2014:i:9:p:2001-2010
    DOI: 10.1080/02664763.2014.898137
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    References listed on IDEAS

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    1. Hwanhee Hong & Bradley P. Carlin & Tatyana A. Shamliyan & Jean F. Wyman & Rema Ramakrishnan & François Sainfort & Robert L. Kane, 2013. "Comparing Bayesian and Frequentist Approaches for Multiple Outcome Mixed Treatment Comparisons," Medical Decision Making, , vol. 33(5), pages 702-714, July.
    2. Ao Yuan & Guanjie Chen & Juan Xiong & Wenqing He & Wen Jin & Charles Rotimi, 2011. "Bayesian--frequentist hybrid model with application to the analysis of gene copy number changes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(5), pages 987-1005, February.
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