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A Bayesian model for longitudinal circular data

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  • Núñez-Antonio, Gabriel
  • Gutiérrez-Peña, Eduardo

Abstract

The analysis of short longitudinal series of circular data may be problematic and to some extent has not been completely developed. In this paper we present a Bayesian analysis of a model for such data. The model is based on a radial projection onto the circle of a particular bivariate normal distribution. Inferences about the parameters of the model are based on samples from the corresponding joint posterior density which are obtained using a Metropolis-within-Gibbs scheme after the introduction of suitable latent variables. The procedure is illustrated both using a simulated data set and a realdata set previously analyzed in the literature.

Suggested Citation

  • Núñez-Antonio, Gabriel & Gutiérrez-Peña, Eduardo, 2011. "A Bayesian model for longitudinal circular data," DES - Working Papers. Statistics and Econometrics. WS ws112720, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:ws112720
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    References listed on IDEAS

    as
    1. Rinaldo Artes & Bent Jørgensen, 2000. "Longitudinal Data Estimating Equations for Dispersion Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(2), pages 321-334, June.
    2. Gabriel Nunez-Antonio & Eduardo Gutierrez-Pena, 2005. "A Bayesian analysis of directional data using the projected normal distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(10), pages 995-1001.
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    Keywords

    Circular data;

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