IDEAS home Printed from https://ideas.repec.org/a/bla/biomet/v64y2008i3p790-799.html
   My bibliography  Save this article

Modeling Longitudinal Spatial Periodontal Data: A Spatially Adaptive Model with Tools for Specifying Priors and Checking Fit

Author

Listed:
  • Brian J. Reich
  • James S. Hodges

Abstract

Summary Attachment loss (AL), the distance down a tooth's root that is no longer attached to surrounding bone by periodontal ligament, is a common measure of periodontal disease. In this article, we develop a spatiotemporal model to monitor the progression of AL. Our model is an extension of the conditionally autoregressive (CAR) prior, which spatially smooths estimates toward their neighbors. However, because AL often exhibits a burst of large values in space and time, we develop a nonstationary spatiotemporal CAR model that allows the degree of spatial and temporal smoothing to vary in different regions of the mouth. To do this, we assign each AL measurement site its own set of variance parameters and spatially smooth the variances with spatial priors. We propose a heuristic to measure the complexity of the site‐specific variances, and use it to select priors that ensure parameters in the model are well identified. In data from a clinical trial, this model improves the fit compared to the usual dynamic CAR model for 90 of 99 patients' AL measurements.

Suggested Citation

  • Brian J. Reich & James S. Hodges, 2008. "Modeling Longitudinal Spatial Periodontal Data: A Spatially Adaptive Model with Tools for Specifying Priors and Checking Fit," Biometrics, The International Biometric Society, vol. 64(3), pages 790-799, September.
  • Handle: RePEc:bla:biomet:v:64:y:2008:i:3:p:790-799
    DOI: 10.1111/j.1541-0420.2007.00956.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1541-0420.2007.00956.x
    Download Restriction: no

    File URL: https://libkey.io/10.1111/j.1541-0420.2007.00956.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Xiaoping Jin & Bradley P. Carlin & Sudipto Banerjee, 2005. "Generalized Hierarchical Multivariate CAR Models for Areal Data," Biometrics, The International Biometric Society, vol. 61(4), pages 950-961, December.
    2. Reich, Brian J. & Hodges, James S. & Carlin, Bradley P., 2007. "Spatial Analyses of Periodontal Data Using Conditionally Autoregressive Priors Having Two Classes of Neighbor Relations," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 44-55, March.
    3. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    4. Julian Besag & Jeremy York & Annie Mollié, 1991. "Bayesian image restoration, with two applications in spatial statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 43(1), pages 1-20, March.
    5. James S. Hodges & Bradley P. Carlin & Qiao Fan, 2003. "On the Precision of the Conditionally Autoregressive Prior in Spatial Models," Biometrics, The International Biometric Society, vol. 59(2), pages 317-322, June.
    6. 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.
    7. Brian J. Reich & James S. Hodges & Vesna Zadnik, 2006. "Effects of Residual Smoothing on the Posterior of the Fixed Effects in Disease-Mapping Models," Biometrics, The International Biometric Society, vol. 62(4), pages 1197-1206, December.
    8. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ying C. MacNab, 2018. "Some recent work on multivariate Gaussian Markov random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 497-541, September.
    2. Lin Zhang & Veerabhadran Baladandayuthapani & Hongxiao Zhu & Keith A. Baggerly & Tadeusz Majewski & Bogdan A. Czerniak & Jeffrey S. Morris, 2016. "Functional CAR Models for Large Spatially Correlated Functional Datasets," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(514), pages 772-786, April.
    3. Chiranjit Mukherjee & Prasad Kasibhatla & Mike West, 2014. "Spatially varying SAR models and Bayesian inference for high-resolution lattice data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(3), pages 473-494, June.
    4. Lee, Duncan, 2013. "CARBayes: An R Package for Bayesian Spatial Modeling with Conditional Autoregressive Priors," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 55(i13).
    5. Alastair Rushworth & Duncan Lee & Christophe Sarran, 2017. "An adaptive spatiotemporal smoothing model for estimating trends and step changes in disease risk," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(1), pages 141-157, January.

    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.
    1. Takaishi, Tetsuya, 2017. "Rational GARCH model: An empirical test for stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 451-460.
    2. Kai Yang & Qingqing Zhang & Xinyang Yu & Xiaogang Dong, 2023. "Bayesian inference for a mixture double autoregressive model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(2), pages 188-207, May.
    3. Cathy W. S. Chen & Richard H. Gerlach & Ann M. H. Lin, 2011. "Multi-regime nonlinear capital asset pricing models," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1421-1438, April.
    4. Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018. "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper 91136, University Library of Munich, Germany.
    5. Douglas R. M. Azevedo & Marcos O. Prates & Dipankar Bandyopadhyay, 2021. "MSPOCK: Alleviating Spatial Confounding in Multivariate Disease Mapping Models," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(3), pages 464-491, September.
    6. Ying C. MacNab, 2018. "Some recent work on multivariate Gaussian Markov random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 497-541, September.
    7. Volker Schmid & Leonhard Held, 2004. "Bayesian Extrapolation of Space–Time Trends in Cancer Registry Data," Biometrics, The International Biometric Society, vol. 60(4), pages 1034-1042, December.
    8. Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020. "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers 2020-484, Departamento de Economía - Pontificia Universidad Católica del Perú.
    9. Wang, Kai Y.K. & Chen, Cathy W.S. & So, Mike K.P., 2023. "Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
    10. Ferreira, Marco A.R. & Porter, Erica M. & Franck, Christopher T., 2021. "Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
    11. Duncan Lee & Alastair Rushworth & Sujit K. Sahu, 2014. "A Bayesian localized conditional autoregressive model for estimating the health effects of air pollution," Biometrics, The International Biometric Society, vol. 70(2), pages 419-429, June.
    12. Pop, Raluca Elena, 2012. "Herd behavior towards the market index: evidence from Romanian stock exchange," MPRA Paper 51595, University Library of Munich, Germany.
    13. Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006. "A class of nonlinear stochastic volatility models and its implications for pricing currency options," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December.
    14. Wilson Ye Chen & Richard H. Gerlach, 2017. "Semiparametric GARCH via Bayesian model averaging," Papers 1708.07587, arXiv.org.
    15. Cathy Chen & Simon Lin & Philip Yu, 2012. "Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity," Computational Economics, Springer;Society for Computational Economics, vol. 40(1), pages 19-48, June.
    16. Ausín, M. Concepción & Galeano, Pedro & Ghosh, Pulak, 2014. "A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation," European Journal of Operational Research, Elsevier, vol. 232(2), pages 350-358.
    17. Mário Correia Fernandes & José Carlos Dias & João Pedro Vidal Nunes, 2024. "Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 343-383, March.
    18. Susan M. Paddock & Terrance D. Savitsky, 2013. "Bayesian hierarchical semiparametric modelling of longitudinal post-treatment outcomes from open enrolment therapy groups," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(3), pages 795-808, June.
    19. Olofsson, Petter & Råholm, Anna & Uddin, Gazi Salah & Troster, Victor & Kang, Sang Hoon, 2021. "Ethical and unethical investments under extreme market conditions," International Review of Financial Analysis, Elsevier, vol. 78(C).
    20. Zhongxian Men & Adam W. Kolkiewicz & Tony S. Wirjanto, 2013. "Bayesian Inference of Asymmetric Stochastic Conditional Duration Models," Working Paper series 28_13, Rimini Centre for Economic Analysis.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:bla:biomet:v:64:y:2008:i:3:p:790-799. 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: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.