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Tractable Bayes of skew-elliptical link models for correlated binary data
Zhongwei Zhang1, Reinaldo B Arellano-Valle2, Marc G Genton1
1Statistics Program, Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology (KAUST), Thuwal, Saudi Arabia.
This study introduces a new flexible model for analyzing correlated binary data, especially when datasets are imbalanced. The proposed multivariate skew-elliptical model offers improved analysis for complex health data, such as COVID-19 case counts.
Area of Science:
- Statistics
- Biostatistics
- Epidemiology
Background:
- Correlated binary response data are common in longitudinal and spatial studies.
- The multivariate probit model is a standard but may be limited with imbalanced data.
- A symmetric link function may not capture complex dependencies in skewed data.
Purpose of the Study:
- To propose a novel multivariate skew-elliptical link model for correlated binary responses.
- To extend existing models for improved flexibility with imbalanced datasets.
- To provide a robust statistical framework for analyzing complex health data.
Main Methods:
- Development of a multivariate skew-elliptical link model.
- Bayesian inference for parameter estimation.
- Application to COVID-19 weekly new case data from California counties.
Main Results:
- The proposed model includes the multivariate probit model as a special case.
- Regression coefficients exhibit a closed-form unified skew-elliptical posterior.
- Analysis of COVID-19 data highlights the importance of spatial dependence and model flexibility for imbalanced data.
Conclusions:
- The multivariate skew-elliptical model offers enhanced flexibility over the standard multivariate probit model.
- The model provides a better fit for highly imbalanced datasets.
- Spatial dependence is crucial when modeling extreme spikes in infectious disease data.
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