Modelling multivariate, overdispersed count data with correlated and non-normal heterogeneity effects
Mixed Poisson models are most relevant to the analysis of longitudinal count data in various disciplines. A conventional specification of such models relies on the normality of unobserved heterogeneity effects. In practice, such an assumptionmay be invalid, and non-normal cases are appealing. In thi...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2020 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2117/362103 |
| Acceso en línea: | https://hdl.handle.net/2117/362103 https://dx.doi.org/10.2436/20.8080.02.105 |
| Access Level: | acceso abierto |
| Palabra clave: | Bayesian computation correlated random effects hierarchical representation longitudinal data multivariate skew-normal distribution over-dispersion Distribució (Teoria de la probabilitat) Estadística matemàtica Anàlisi multivariable Classificació AMS::62 Statistics::62E Distribution theory Classificació AMS::62 Statistics::62J Linear inference, regression Classificació AMS::62 Statistics::62H Multivariate analysis Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
| Sumario: | Mixed Poisson models are most relevant to the analysis of longitudinal count data in various disciplines. A conventional specification of such models relies on the normality of unobserved heterogeneity effects. In practice, such an assumptionmay be invalid, and non-normal cases are appealing. In this paper, we propose a modelling strategy by allowing the vector of effects to follow the multivariate skew-normal distribution. It can produce dependence between the correlated longitudinal counts by imposing several structures of mixing priors. In a Bayesian setting, the estimation process proceeds by sampling variants from the posterior distributions. We highlight the usefulness of our approach by conducting a simulation study and analysing two real-life data sets taken from the German Socioeconomic Panel and the US Centers for Disease Control and Prevention. By a comparative study, we indicate that the new approach can produce more reliable results compared to traditional mixed models to fit correlated count data. |
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