使用多变量试验模型对缺失值的纵向顺序数据的贝叶斯分析
1Department of Mathematical Sciences, Michigan Technological University 1400 Townsend Drive, Houghton, Michigan 49931-1295, USA.
概括
这项研究引入了贝叶斯方法来分析缺少值的纵向顺序数据. 拟议的马尔科夫链蒙特卡洛 (MCMC) 采样方法有效处理缺少的数据并改善模型的融合.
科学领域:
- 统计数据
- 生物统计学
- 经济计量学
背景情况:
- 在科学研究中,缺少值的纵向顺序数据很常见.
- 分析这些数据需要强大的统计方法来确保准确的结果.
- 现有方法可能存在重大缺陷,需要新的方法.
研究的目的:
- 提出有效的贝叶斯方法来分析缺少值的纵向顺序数据.
- 开发和评估多变量探针模型的马尔科夫链蒙特卡洛 (MCMC) 采样技术.
- 基于非可识别与可识别试验模型的方法的性能进行比较.
主要方法:
- 开发非可识别多变量试验模型的MCMC采样方法.
- 不能识别和可识别的试验模型之间的MCMC性能比较.
- 模拟研究评估方法处理缺失数据的能力.
主要成果:
- 建议的贝叶斯方法有效地处理纵向顺序数据中的大量缺失值.
- 基于非可识别模型的MCMC采样,具有参数边缘化,显示出优异的混合和收.
- 使用不可识别模型的方法优于基于可识别模型的方法.
结论:
- 使用MCMC采样的高效贝叶斯方法可以成功分析缺失值的纵向顺序数据.
- 在不可识别的模型中边缘化冗余参数可以提高MCMC的性能.
- 开发的方法适用于现实数据,正如RLMS-HSE调查分析所示.
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