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Bayesian variable selection in linear quantile mixed models for longitudinal data with application to macular degeneration.


ABSTRACT: This paper presents a Bayesian analysis of linear mixed models for quantile regression based on a Cholesky decomposition for the covariance matrix of random effects. We develop a Bayesian shrinkage approach to quantile mixed regression models using a Bayesian adaptive lasso and an extended Bayesian adaptive group lasso. We also consider variable selection procedures for both fixed and random effects in a linear quantile mixed model via the Bayesian adaptive lasso and extended Bayesian adaptive group lasso with spike and slab priors. To improve mixing of the Markov chains, a simple and efficient partially collapsed Gibbs sampling algorithm is developed for posterior inference. Simulation experiments and an application to the Age-Related Macular Degeneration Trial data to demonstrate the proposed methods.

SUBMITTER: Ji Y 

PROVIDER: S-EPMC7588124 | biostudies-literature | 2020

REPOSITORIES: biostudies-literature

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Bayesian variable selection in linear quantile mixed models for longitudinal data with application to macular degeneration.

Ji Yonggang Y   Shi Haifang H  

PloS one 20201026 10


This paper presents a Bayesian analysis of linear mixed models for quantile regression based on a Cholesky decomposition for the covariance matrix of random effects. We develop a Bayesian shrinkage approach to quantile mixed regression models using a Bayesian adaptive lasso and an extended Bayesian adaptive group lasso. We also consider variable selection procedures for both fixed and random effects in a linear quantile mixed model via the Bayesian adaptive lasso and extended Bayesian adaptive g  ...[more]

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