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Bayesian analysis of semiparametric reproductive dispersion mixed-effects models

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  • Chen, Xue-Dong
  • Tang, Nian-Sheng

Abstract

Semiparametric reproductive dispersion mixed-effects model (SPRDMM) is an extension of the reproductive dispersion model and the semiparametric mixed model, and it includes many commonly encountered models as its special cases. A Bayesian procedure is developed for analyzing SPRDMMs on the basis of P-spline estimates of nonparametric components. A hybrid algorithm combining the Gibbs sampler and the Metropolis-Hastings algorithm is used to simultaneously obtain the Bayesian estimates of unknown parameters, smoothing function and random effects, as well as their standard error estimates. The Bayes factor for model comparison is employed to select better approximation of the smoothing function via path sampling. Several simulation studies and a real example are used to illustrate the proposed methodologies.

Suggested Citation

  • Chen, Xue-Dong & Tang, Nian-Sheng, 2010. "Bayesian analysis of semiparametric reproductive dispersion mixed-effects models," Computational Statistics & Data Analysis, Elsevier, vol. 54(9), pages 2145-2158, September.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:9:p:2145-2158
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    References listed on IDEAS

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    Cited by:

    1. Dengke Xu & Zhongzhan Zhang & Liucang Wu, 2014. "Bayesian analysis of joint mean and covariance models for longitudinal data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(11), pages 2504-2514, November.
    2. Tang, Nian-Sheng & Duan, Xing-De, 2014. "Bayesian influence analysis of generalized partial linear mixed models for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 86-99.
    3. Zhao Yuanying & Xu Dengke & Duan Xingde & Pang Yicheng, 2014. "Bayesian Subset Selection for Reproductive Dispersion Linear Models," Journal of Systems Science and Information, De Gruyter, vol. 2(1), pages 77-85, February.
    4. Xu, Dengke & Zhang, Zhongzhan, 2013. "A semiparametric Bayesian approach to joint mean and variance models," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1624-1631.
    5. Tang, Nian-Sheng & Zhao, Yuan-Ying, 2013. "Semiparametric Bayesian analysis of nonlinear reproductive dispersion mixed models for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 115(C), pages 68-83.
    6. Lei Liu & Zhihua Sun, 2017. "Kernel-based global MLE of partial linear random effects models for longitudinal data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 29(3), pages 615-635, July.
    7. Tang, Nian-Sheng & Duan, Xing-De, 2012. "A semiparametric Bayesian approach to generalized partial linear mixed models for longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4348-4365.

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