Estimation and prediction of a generalized mixed-effects model with t-process for longitudinal correlated binary data

Cao, Chunzheng1; He, Ming1; Shi, Jian Qing2,3; Liu, Xin1

2021-02-01

10.1007/s00180-020-01057-0

COMPUTATIONAL STATISTICS   影响因子和分区

0943-4062

1613-9658

We propose a generalized mixed-effects model based on t-process for longitudinal correlated binary data. The correlations among repeated binary outcomes are defined by a latent t-process, which provides a new framework on modeling nonlinear random- effects. The covariance kernel of the process can adaptively capture the subject-specific variations while the heavy-tails of the t-process enable robust inferences. We develop an efficient estimation procedure based on Monte Carlo EM algorithm and a prediction approach through conditional inference. Numerical studies indicate that the estimation and prediction based on the proposed model is robust against outliers compared with Gaussian model. We use the renal anemia and meteorological data as illustrative examples.

Functional data Heavy-tailed process Prediction Random-effects Robustness

SCI

英语

通讯

National Social Science Foundation of China[16ZDA047] ; Natural Science Foundation of Jiangsu Province of China[BK20191394] ; National Natural Science Foundation of China[61672291] ; Key Research Project of Jiangsu Province of China[2019A005]

Mathematics

Statistics & Probability

WOS:000618142900001

SPRINGER HEIDELBERG

MATHEMATICS

Web of Science

1.Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing, Peoples R China
2.Southern Univ Sci & Technol, Dept Stat & Data Sci, Coll Sci, Shenzhen, Peoples R China
3.Newcastle Univ, Sch Math Stat & Phys, Newcastle Upon Tyne, Tyne & Wear, England

Cao, Chunzheng,He, Ming,Shi, Jian Qing,et al. Estimation and prediction of a generalized mixed-effects model with t-process for longitudinal correlated binary data[J]. COMPUTATIONAL STATISTICS,2021.

Cao, Chunzheng,He, Ming,Shi, Jian Qing,&Liu, Xin.(2021).Estimation and prediction of a generalized mixed-effects model with t-process for longitudinal correlated binary data.COMPUTATIONAL STATISTICS.

Cao, Chunzheng,et al."Estimation and prediction of a generalized mixed-effects model with t-process for longitudinal correlated binary data".COMPUTATIONAL STATISTICS (2021).