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Semiparametric Latent Variable Models with Bayesian P-splines

Posted on:2011-02-14Degree:Ph.DType:Thesis
University:The Chinese University of Hong Kong (Hong Kong)Candidate:Lu, ZhaohuaFull Text:PDF
GTID:2440390002961213Subject:Statistics
Abstract/Summary:
In medical, behavioral, and social-psychological sciences, latent variable models are useful in handling variables that cannot be directly measured by a single observed variable, but instead are assessed through a number of observed variables. Traditional latent variable models are usually based on parametric assumptions on both relations between outcome and explanatory latent variables, and error distributions. In this thesis, semiparametric models with Bayesian P-splines are developed to relax these rigid assumptions.;In the second part of the thesis, a latent variable model is proposed to relax the first assumption, in which unknown additive functions of latent variables in the structural equation are modeled by Bayesian P-splines. The estimation of nonparametric functions is based on powerful Markov chain Monte Carlo (MCMC) algorithm with block update scheme. A simulation study shows that the proposed method can handle much wider situation than traditional models. The proposed semiparametric latent variable model is applied to a study on osteoporosis prevention and control. Some interesting functional relations, which may be overlooked by traditional parametric latent variable models, are revealed.;In the third part of the thesis, a transformation model is developed to relax the second assumption, which usually assumes the normality of observed variables and random errors. In our proposed model, the nonnormal response variables are transformed to normal by unknown functions modeled with Bayesian P-splines. This semiparametric transformation model is shown to be applicable to a wide range of statistical analysis. The model is applied to a study on the intervention treatment of polydrug use in which the traditional model assumption is violated because many observed variables exhibit serious departure from normality.;In the fourth part of the thesis, the methodology developed in the third part is further extended to a varying coefficient model with latent variables. Varying coefficient model is a class of flexible semiparametric models in which the effects of covariates are modeled dynamically by unspecified smooth functions. A transformation varying coefficient model can handle arbitrarily distributed dynamic data. A simulation study shows that our proposed method performs well in the analysis of this complex model.;In the last part of the thesis, we propose a finite mixture of varying coefficient models to analyze dynamic data with heterogeneity. A simulation study demonstrates that our proposed method can explore possible existence of different groups in a dynamic data, where in each group the dynamic influences of covariates on the response variables have different patterns. The proposed method is applied to a longitudinal study concerning the effectiveness of heroin treatment. Distinct patterns of heroin use and treatment effect in different patient groups are identified.
Keywords/Search Tags:Latent variable models, Bayesian p-splines, Semiparametric, Proposed method
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