EconPapers    
Economics at your fingertips  
 

Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness

Siamak Ghasemzadeh (), Mojtaba Ganjali () and Taban Baghfalaki ()
Additional contact information
Siamak Ghasemzadeh: Shahid Beheshti University
Mojtaba Ganjali: Shahid Beheshti University
Taban Baghfalaki: Tarbiat Modares University

METRON, 2018, vol. 76, issue 3, 321-348

Abstract: Abstract In this paper, we develop a quantile regression model for analyzing ordinal longitudinal responses with random effects in the presence of non-ignorable and non-monotone missing data. The ordinal responses are related to underlying latent variables which are considered to have asymmetric Laplace distribution. For modeling the missing data mechanism an ordinary probit model is used via specifying another latent variable. In order to consider non-ignorable missing data, a shared parameter model is used for joint modeling of ordinal longitudinal responses and missing data mechanism. We use a Bayesian approach via Markov chain Monte Carlo method for analyzing the proposed joint model. Especially to estimate unknown parameters, a Gibbs sampler algorithm is used. Moreover, we use the Schizophrenia data set to illustrate an application of the proposed model.

Keywords: Asymmetric Laplace distribution; Quantile regression; Ordinal longitudinal data; Shared parameter model; Gibbs sampler (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://link.springer.com/10.1007/s40300-018-0136-4 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:metron:v:76:y:2018:i:3:d:10.1007_s40300-018-0136-4

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/40300

Access Statistics for this article

METRON is currently edited by Marco Alfo'

More articles in METRON from Springer, Sapienza Università di Roma
Bibliographic data for series maintained by Sonal Shukla ().

 
Page updated 2019-11-06
Handle: RePEc:spr:metron:v:76:y:2018:i:3:d:10.1007_s40300-018-0136-4