基于贝叶斯单指标分位数估计的二元纵向数据分析研究
Bayesian Single-Index Quantile Regression for Binary Longitudinal Data
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摘要: 本文针对二元结果的纵向数据, 利用贝叶斯方法和分位数回归目标函数与非对称拉普拉斯分布密度函数之间的关系, 提出了具有随机效应的二元纵向数据分位数单指标模型的贝叶斯分析方法, 针对难以表达的后验分布采用了马尔科夫链蒙特卡洛方法, 通过迭代得到了满足目标后验分布的样本. 用两个仿真集在不同误差分布条件下对我们提出的模型进行验证, 用标准差, 均方根误差, 偏差信息准则作为标准, 结果表明我们的模型拟合的更好.最后, 用两个真实数据集说明了提出方法的有效性.Abstract: For binary longitudinal data, we propose a Bayesian analysis method for quantile single -index models of binary longitudinal data with random effects which using Bayesian methods and the relationship between quantile regression objective functions and asymmetric Laplacian distribution density functions.Some posterior distributions that are difficult to express were obtained using the Markov chain Monte Carlo method, which iteratively obtained samples that meet the objective posterior distribution.Using models to fit two simulation sets under different error distributions, using standard deviation, root mean square error, and bias information criteria as standards, the results indicate that our model fits better.Two real datasets illustrate this method.
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