Robust Bayesian cumulative probit linear mixed models for longitudinal ordinal data

Kuo-Jung Lee (), Ray-Bing Chen () and Keunbaik Lee ()
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Kuo-Jung Lee: National Cheng Kung University
Ray-Bing Chen: National Cheng Kung University
Keunbaik Lee: Sungkyunkwan University

Computational Statistics, 2025, vol. 40, issue 1, No 18, 468 pages

Abstract: Abstract Longitudinal studies have been conducted in various fields, including medicine, economics and the social sciences. In this paper, we focus on longitudinal ordinal data. Since the longitudinal data are collected over time, repeated outcomes within each subject may be serially correlated. To address both the within-subjects serial correlation and the specific variance between subjects, we propose a Bayesian cumulative probit random effects model for the analysis of longitudinal ordinal data. The hypersphere decomposition approach is employed to overcome the positive definiteness constraint and high-dimensionality of the correlation matrix. Additionally, we present a hybrid Gibbs/Metropolis-Hastings algorithm to efficiently generate cutoff points from truncated normal distributions, thereby expediting the convergence of the Markov Chain Monte Carlo (MCMC) algorithm. The performance and robustness of our proposed methodology under misspecified correlation matrices are demonstrated through simulation studies under complete data, missing completely at random (MCAR), and missing at random (MAR). We apply the proposed approach to analyze two sets of actual ordinal data: the arthritis dataset and the lung cancer dataset. To facilitate the implementation of our method, we have developed BayesRGMM, an open-source R package available on CRAN, accompanied by comprehensive documentation and source code accessible at https://github.com/kuojunglee/BayesRGMM/ .

Keywords: Correlation matrix; Hypersphere decomposition; MCMC; Random effects (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s00180-024-01499-w

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