Title
Mixed effects state-space models with Student-t errors
Date Issued
21 November 2020
Access level
metadata only access
Resource Type
journal article
Author(s)
Universidad Federal de Río de Janeiro
Publisher(s)
Taylor and Francis Ltd.
Abstract
In this article, mixed-effects state space models (MESSM, [Liu D, Lu T, Niu X-F, et al. Mixed-effects state-space models for analysis of longitudinal dynamic systems. Biometrics. 2011;67(2):476–485.]) are revisited. MESSM can be considered as an alternative to study the HIV dynamic in a longitudinal data environment, defining the mixed-effects component into state-space models setup. As in Liu et al.[Liu D, Lu T, Niu X-F, et al. Mixed-effects state-space models for analysis of longitudinal dynamic systems. Biometrics. 2011;67(2):476–485.], we consider a hierarchical structure to capture possible differences between the immune systems for different patients. We extend MESSM, allowing observational errors to follow a more flexible distribution to take account for heavy tails. Using the Bayesian paradigm, an efficient Markov Chain Monte Carlo (MCMC) algorithm based on McCausland et al. [McCausland WJ, Miller S, Pelletier D. Simulation smoothing for state.space models: A computational efficiency analysis. Comput Stat Data Anal. 2011;55(1):199–212.] is introduced for parameter and latent variables estimation. Moreover, the mixing variables obtained as a by-product of the scale mixture representation can be used to identify outliers. The methodology is illustrated using artificial and real datasets in order to investigate the properties and performance of the proposed model.
Start page
3157
End page
3174
Volume
90
Issue
17
Language
English
OCDE Knowledge area
Ciencias de la computación
Estadísticas, Probabilidad
Subjects
Scopus EID
2-s2.0-85088868118
Source
Journal of Statistical Computation and Simulation
ISSN of the container
00949655
Sponsor(s)
The authors would like to thank the Editor and an anonumour referee for their useful comments, which improved the quality of this article. The first author gratefully acknowledges financial support from the Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES). The research of Carlos A. Abanto-Valle was supported in part by the Fundação de Amparo à Pesquisa do Estado de Rio de Janeiro (FAPERJ).
Sources of information:
Directorio de Producción Científica
Scopus