20,622 research outputs found
A geoadditive Bayesian latent variable model for Poisson indicators
We introduce a new latent variable model with count variable indicators, where usual linear parametric effects of covariates, nonparametric effects of continuous covariates and spatial effects on the continuous latent variables are modelled through a geoadditive predictor. Bayesian modelling of nonparametric functions and spatial effects is based on penalized spline and Markov random field priors. Full Bayesian inference is performed via an auxiliary variable Gibbs sampling technique, using a recent suggestion of Frühwirth-Schnatter and Wagner (2006). As an advantage, our Poisson indicator latent variable model can be combined with semiparametric latent variable models for mixed binary, ordinal and continuous indicator variables within an unified and coherent framework for modelling and inference. A simulation study investigates performance, and an application to post war human security in Cambodia illustrates the approach
Detection of risk factors for obesity in early childhood with quantile regression methods for longitudinal data
This article compares and discusses three different statistical methods for investigating risk factors for overweight and obesity in early childhood by means of the LISA study, a recent German birth cohort study with 3097 children. Since the definition of overweight and obesity is typically based on upper quantiles (90% and 97%) of the age specific body mass index (BMI) distribution, our aim was to model the influence of risk factors and age on these quantiles while as far as possible taking the longitudinal data structure into account. The following statistical regression models were chosen: additive mixed models, generalized additive models for location, scale and shape (GAMLSS), and distribution free quantile regression models. The methods were compared empirically by cross-validation and for the data at hand no model could be rated superior. Motivated by previous studies we explored whether there is an age-specific skewness of the BMI distribution. The investigated data does not suggest such an effect, even after adjusting for risk factors. Concerning risk factors, our results mainly confirm results obtained in previous studies. From a methodological point of view, we conclude that GAMLSS and distribution free quantile regression are promising approaches for longitudinal quantile regression, requiring, however, further extensions to fully account for longitudinal data structures
A semiparametric regression model for paired longitudinal outcomes with application in childhood blood pressure development
This research examines the simultaneous influences of height and weight on
longitudinally measured systolic and diastolic blood pressure in children.
Previous studies have shown that both height and weight are positively
associated with blood pressure. In children, however, the concurrent increases
of height and weight have made it all but impossible to discern the effect of
height from that of weight. To better understand these influences, we propose
to examine the joint effect of height and weight on blood pressure. Bivariate
thin plate spline surfaces are used to accommodate the potentially nonlinear
effects as well as the interaction between height and weight. Moreover, we
consider a joint model for paired blood pressure measures, that is, systolic
and diastolic blood pressure, to account for the underlying correlation between
the two measures within the same individual. The bivariate spline surfaces are
allowed to vary across different groups of interest. We have developed related
model fitting and inference procedures. The proposed method is used to analyze
data from a real clinical investigation.Comment: Published in at http://dx.doi.org/10.1214/12-AOAS567 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Profile control charts based on nonparametric -1 regression methods
Classical statistical process control often relies on univariate
characteristics. In many contemporary applications, however, the quality of
products must be characterized by some functional relation between a response
variable and its explanatory variables. Monitoring such functional profiles has
been a rapidly growing field due to increasing demands. This paper develops a
novel nonparametric -1 location-scale model to screen the shapes of
profiles. The model is built on three basic elements: location shifts, local
shape distortions, and overall shape deviations, which are quantified by three
individual metrics. The proposed approach is applied to the previously analyzed
vertical density profile data, leading to some interesting insights.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS501 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Penalized Likelihood and Bayesian Function Selection in Regression Models
Challenging research in various fields has driven a wide range of
methodological advances in variable selection for regression models with
high-dimensional predictors. In comparison, selection of nonlinear functions in
models with additive predictors has been considered only more recently. Several
competing suggestions have been developed at about the same time and often do
not refer to each other. This article provides a state-of-the-art review on
function selection, focusing on penalized likelihood and Bayesian concepts,
relating various approaches to each other in a unified framework. In an
empirical comparison, also including boosting, we evaluate several methods
through applications to simulated and real data, thereby providing some
guidance on their performance in practice
Nonparametric Bayesian hazard rate models based on penalized splines
Extensions of the traditional Cox proportional hazard model, concerning the following features are often desirable in applications: Simultaneous nonparametric estimation of baseline hazard and usual fixed covariate effects, modelling and detection of time-varying covariate effects and nonlinear functional forms of metrical covariates, and inclusion of frailty components. In this paper, we develop Bayesian multiplicative hazard rate models for survival and event history data that can deal with these issues in a flexible and unified framework. Some simpler models, such as piecewise exponential models with a smoothed baseline hazard, are covered as special cases. Embedded in the counting process approach, nonparametric estimation of unknown nonlinear functional effects of time or covariates is based on Bayesian penalized splines. Inference is fully Bayesian and uses recent MCMC sampling schemes. Smoothing parameters are an integral part of the model and are estimated automatically. We investigate performance of our approach through simulation studies, and illustrate it with a real data application
Data-driven Algorithms for Dimension Reduction in Causal Inference
In observational studies, the causal effect of a treatment may be confounded
with variables that are related to both the treatment and the outcome of
interest. In order to identify a causal effect, such studies often rely on the
unconfoundedness assumption, i.e., that all confounding variables are observed.
The choice of covariates to control for, which is primarily based on subject
matter knowledge, may result in a large covariate vector in the attempt to
ensure that unconfoundedness holds. However, including redundant covariates can
affect bias and efficiency of nonparametric causal effect estimators, e.g., due
to the curse of dimensionality. Data-driven algorithms for the selection of
sufficient covariate subsets are investigated. Under the assumption of
unconfoundedness the algorithms search for minimal subsets of the covariate
vector. Based, e.g., on the framework of sufficient dimension reduction or
kernel smoothing, the algorithms perform a backward elimination procedure
assessing the significance of each covariate. Their performance is evaluated in
simulations and an application using data from the Swedish Childhood Diabetes
Register is also presented.Comment: 27 pages, 2 figures, 11 table
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