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A Bayesian test of homogeneity of association parameter using transition modelling of longitudinal mixed responses

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  • S. Noorian
  • M. Ganjali
  • E. Bahrami Samani

Abstract

In this paper, a Bayesian framework using a joint transition model for analysing longitudinal mixed ordinal and continuous responses is considered. The joint model considers a multivariate mixed model for the responses in which a transitive cumulative logistic regression model and an autoregressive regression model are used to model ordinal and continuous responses, respectively. Also, to take into account the association between longitudinal ordinal and continuous responses, a dynamic association parameter is used. A test is conducted to see whether this parameter is time-invariant and another test is presented to see whether this parameter is equal to zero or significantly far from zero. Our approach is applied to longitudinal PIAT (Peabody Individual Achievement Test) data where the Bayesian estimates of parameters are obtained.

Suggested Citation

  • S. Noorian & M. Ganjali & E. Bahrami Samani, 2016. "A Bayesian test of homogeneity of association parameter using transition modelling of longitudinal mixed responses," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(10), pages 1850-1863, August.
    • Handle: RePEc:taf:japsta:v:43:y:2016:i:10:p:1850-1863
    DOI: 10.1080/02664763.2015.1125858
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    References listed on IDEAS

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    1. Heckman, James J, 1978. "Dummy Endogenous Variables in a Simultaneous Equation System," Econometrica, Econometric Society, vol. 46(4), pages 931-959, July.
    2. Tutz, Gerhard & Hennevogl, Wolfgang, 1996. "Random effects in ordinal regression models," Computational Statistics & Data Analysis, Elsevier, vol. 22(5), pages 537-557, September.
    3. 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.
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    1. Saeide Sefidi & Mojtaba Ganjali & Taban Baghfalaki, 2022. "Analysis of ordinal and continuous longitudinal responses using pair copula construction," METRON, Springer;Sapienza Università di Roma, vol. 80(2), pages 255-280, August.

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