IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v8y2020i4p622-d346729.html
   My bibliography  Save this article

A Hidden Markov Model to Address Measurement Errors in Ordinal Response Scale and Non-Decreasing Process

Author

Listed:
  • Lizbeth Naranjo

    (Departamento de Matemáticas, Facultad de Ciencias, Universidad Nacional Autónoma de México, 04510 Ciudad de México, Mexico)

  • Luz Judith R. Esparza

    (Departamento de Matemáticas y Física, Cátedra CONACyT, Universidad Autónoma de Aguascalientes, 20130 Aguascalientes, Mexico)

  • Carlos J. Pérez

    (Departamento de Matemáticas, Facultad de Veterinaria, Universidad de Extremadura, 10003 Cáceres, Spain)

Abstract

A Bayesian approach was developed, tested, and applied to model ordinal response data in monotone non-decreasing processes with measurement errors. An inhomogeneous hidden Markov model with continuous state-space was considered to incorporate measurement errors in the categorical response at the same time that the non-decreasing patterns were kept. The computational difficulties were avoided by including latent variables that allowed implementing an efficient Markov chain Monte Carlo method. A simulation-based analysis was carried out to validate the approach, whereas the proposed approach was applied to analyze aortic aneurysm progression data.

Suggested Citation

  • Lizbeth Naranjo & Luz Judith R. Esparza & Carlos J. Pérez, 2020. "A Hidden Markov Model to Address Measurement Errors in Ordinal Response Scale and Non-Decreasing Process," Mathematics, MDPI, vol. 8(4), pages 1-12, April.
  • Handle: RePEc:gam:jmathe:v:8:y:2020:i:4:p:622-:d:346729
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/8/4/622/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/8/4/622/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Smith, Brian J., 2007. "boa: An R Package for MCMC Output Convergence Assessment and Posterior Inference," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 21(i11).
    2. Rosychuk, Rhonda J. & Shofiqul Islam, 2009. "Parameter estimation in a model for misclassified Markov data -- a Bayesian approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3805-3816, September.
    3. Lizbeth Naranjo & Carlos J. Pérez & Jacinto Martín & Timothy Mutsvari & Emmanuel Lesaffre, 2019. "A Bayesian approach for misclassified ordinal response data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 46(12), pages 2198-2215, September.
    4. María José García-Zattera & Alejandro Jara & Emmanuel Lesaffre & Guillermo Marshall, 2012. "Modeling of Multivariate Monotone Disease Processes in the Presence of Misclassification," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 976-989, September.
    5. Wai-Yin Poon & Hai-Bin Wang, 2010. "Bayesian Analysis of Multivariate Probit Models with Surrogate Outcome Data," Psychometrika, Springer;The Psychometric Society, vol. 75(3), pages 498-520, September.
    6. Jackson, Christopher, 2011. "Multi-State Models for Panel Data: The msm Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 38(i08).
    7. John M. Neuhaus, 2002. "Analysis of Clustered and Longitudinal Binary Data Subject to Response Misclassification," Biometrics, The International Biometric Society, vol. 58(3), pages 675-683, September.
    8. C. Y. Wang & Yijian Huang & Edward C. Chao & Marjorie K. Jeffcoat, 2008. "Expected Estimating Equations for Missing Data, Measurement Error, and Misclassification, with Application to Longitudinal Nonignorable Missing Data," Biometrics, The International Biometric Society, vol. 64(1), pages 85-95, March.
    Full references (including those not matched with items on IDEAS)

    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. Surupa Roy & Kalyan Das & Angshuman Sarkar, 2013. "Analysis of binary data with the possibility of wrong ascertainment," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(3), pages 293-310, August.
    2. Qiu, Qinjing & Kawai, Reiichiro, 2022. "A decoupling principle for Markov-modulated chains," Statistics & Probability Letters, Elsevier, vol. 182(C).
    3. Jackson, Christopher, 2016. "flexsurv: A Platform for Parametric Survival Modeling in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 70(i08).
    4. Vernon T. Farewell & Li Su & Christopher Jackson, 2019. "Partially hidden multi-state modelling of a prolonged disease state defined by a composite outcome," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 25(4), pages 696-711, October.
    5. Gaffney, Edward & McCann, Fergal, 2019. "The cyclicality in SICR: mortgage modelling under IFRS 9," ESRB Working Paper Series 92, European Systemic Risk Board.
    6. McMahon, James M. & Pouget, Enrique R. & Tortu, Stephanie, 2006. "A guide for multilevel modeling of dyadic data with binary outcomes using SAS PROC NLMIXED," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3663-3680, August.
    7. Biagini, Francesca & Groll, Andreas & Widenmann, Jan, 2013. "Intensity-based premium evaluation for unemployment insurance products," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 302-316.
    8. Powers, Stephanie & Gerlach, Richard & Stamey, James, 2010. "Bayesian variable selection for Poisson regression with underreported responses," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3289-3299, December.
    9. Shun Yu & Xianzheng Huang, 2019. "Link misspecification in generalized linear mixed models with a random intercept for binary responses," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 827-843, September.
    10. Touraine, Célia & Gerds, Thomas A. & Joly, Pierre, 2017. "SmoothHazard: An R Package for Fitting Regression Models to Interval-Censored Observations of Illness-Death Models," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i07).
    11. Tang, Man-Lai & Qiu, Shi-Fang & Poon, Wai-Yin, 2012. "Confidence interval construction for disease prevalence based on partial validation series," Computational Statistics & Data Analysis, Elsevier, vol. 56(5), pages 1200-1220.
    12. repec:jss:jstsof:44:i04 is not listed on IDEAS
    13. Li, Xi & Yeluripati, Jagadeesh & Jones, Edward O. & Uchida, Yoshitaka & Hatano, Ryusuke, 2015. "Hierarchical Bayesian calibration of nitrous oxide (N2O) and nitrogen monoxide (NO) flux module of an agro-ecosystem model: ECOSSE," Ecological Modelling, Elsevier, vol. 316(C), pages 14-27.
    14. Sharples, Linda D., 2018. "The role of statistics in the era of big data: Electronic health records for healthcare research," Statistics & Probability Letters, Elsevier, vol. 136(C), pages 105-110.
    15. Alex Bottle & Chiara Maria Ventura & Kumar Dharmarajan & Paul Aylin & Francesca Ieva & Anna Maria Paganoni, 2018. "Regional variation in hospitalisation and mortality in heart failure: comparison of England and Lombardy using multistate modelling," Health Care Management Science, Springer, vol. 21(2), pages 292-304, June.
    16. Peter Stüttgen & Peter Boatwright & Robert T. Monroe, 2012. "A Satisficing Choice Model," Marketing Science, INFORMS, vol. 31(6), pages 878-899, November.
    17. Wildhaber, Mark L. & Albers, Janice L. & Green, Nicholas S. & Moran, Edward H., 2017. "A fully-stochasticized, age-structured population model for population viability analysis of fish: Lower Missouri River endangered pallid sturgeon example," Ecological Modelling, Elsevier, vol. 359(C), pages 434-448.
    18. Jesse D. Raffa & Joel A. Dubin, 2015. "Multivariate longitudinal data analysis with mixed effects hidden Markov models," Biometrics, The International Biometric Society, vol. 71(3), pages 821-831, September.
    19. Tiandong Wang & Panpan Zhang, 2022. "Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(5), pages 957-986, October.
    20. Ralf van der Lans & Bram Van den Bergh & Evelien Dieleman, 2014. "Partner Selection in Brand Alliances: An Empirical Investigation of the Drivers of Brand Fit," Marketing Science, INFORMS, vol. 33(4), pages 551-566, July.
    21. Alexandra Grand & Regina Dittrich & Brian Francis, 2015. "Markov models of dependence in longitudinal paired comparisons: an application to course design," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(2), pages 237-257, April.

    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:gam:jmathe:v:8:y:2020:i:4:p:622-:d:346729. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.