A Bayesian test of homogeneity of association parameter using transition modelling of longitudinal mixed responses
S. Noorian,
M. Ganjali and
E. Bahrami Samani
Journal of Applied Statistics, 2016, vol. 43, issue 10, 1850-1863
Abstract:
In this paper, a Bayesian framework using a joint transition model for analysing longitudinal mixed ordinal and continuous responses is considered. The joint model considers a multivariate mixed model for the responses in which a transitive cumulative logistic regression model and an autoregressive regression model are used to model ordinal and continuous responses, respectively. Also, to take into account the association between longitudinal ordinal and continuous responses, a dynamic association parameter is used. A test is conducted to see whether this parameter is time-invariant and another test is presented to see whether this parameter is equal to zero or significantly far from zero. Our approach is applied to longitudinal PIAT (Peabody Individual Achievement Test) data where the Bayesian estimates of parameters are obtained.
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://hdl.handle.net/10.1080/02664763.2015.1125858 (text/html)
Access to full text is restricted to subscribers.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:43:y:2016:i:10:p:1850-1863
Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20
DOI: 10.1080/02664763.2015.1125858
Access Statistics for this article
Journal of Applied Statistics is currently edited by Robert Aykroyd
More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().