DPpackage (version 1.1-7.4)

DPMolmm: Bayesian analysis for a semiparametric ordinal linear mixed model using a DPM of normals

Description

This function generates a posterior density sample for a semiparametric ordinal linear mixed model using a Dirichlet Process Mixture of Normals prior for the distribution of the random effects.

Usage

DPMolmm(fixed,random,prior,mcmc,state,status,
        data=sys.frame(sys.parent()),
        na.action=na.fail)

Arguments

fixed

a two-sided linear formula object describing the fixed-effects part of the model, with the response on the left of a ~ operator and the terms, separated by + operators, on the right.

random

a one-sided formula of the form ~z1+...+zn | g, with z1+...+zn specifying the model for the random effects and g the grouping variable. The random effects formula will be repeated for all levels of grouping.

prior

a list giving the prior information. The list include the following parameter: a0 and b0 giving the hyperparameters for prior distribution of the precision parameter of the Dirichlet process prior, alpha giving the value of the precision parameter (it must be specified if a0 and b0 are missing, see details below), nu0 and Tinv giving the hyperparameters of the inverted Wishart prior distribution for the scale matrix of the normal kernel, mb and Sb giving the hyperparameters of the normal prior distribution for the mean of the normal baseline distribution,nub and Tbinv giving the hyperparameters of the inverted Wishart prior distribution for the scale matrix of the normal baseline distribution, and beta0 and Sbeta0 giving the hyperparameters of the normal prior distribution for the fixed effects (must be specified only if fixed effects are considered in the model).

mcmc

a list giving the MCMC parameters. The list must include the following integers: nburn giving the number of burn-in scans, nskip giving the thinning interval, nsave giving the total number of scans to be saved, and ndisplay giving the number of saved scans to be displayed on screen (the function reports on the screen when every ndisplay iterations have been carried out).

state

a list giving the current value of the parameters. This list is used if the current analysis is the continuation of a previous analysis.

status

a logical variable indicating whether this run is new (TRUE) or the continuation of a previous analysis (FALSE). In the latter case the current value of the parameters must be specified in the object state.

data

data frame.

na.action

a function that indicates what should happen when the data contain NAs. The default action (na.fail) causes DPMolmm to print an error message and terminate if there are any incomplete observations.

Value

An object of class DPMolmm representing the linear mixed-effects model fit. Generic functions such as print, plot, summary, and anova have methods to show the results of the fit. The results include betaR, betaF, mu, the elements of Sigma, mub, the elements of Sigmab, the cutoff points, alpha, and the number of clusters.

The function DPMrandom can be used to extract the posterior mean of the random effects.

The list state in the output object contains the current value of the parameters necessary to restart the analysis. If you want to specify different starting values to run multiple chains set status=TRUE and create the list state based on this starting values. In this case the list state must include the following objects:

ncluster

an integer giving the number of clusters.

alpha

giving the value of the precision parameter

b

a matrix of dimension (nsubjects)*(nrandom effects) giving the value of the random effects for each subject.

cutoff

a real vector defining the cutoff points. Note that the first cutoff must be fixed to 0 in this function.

mu

a matrix of dimension (nsubjects)*(nrandom effects) giving the value of the means of the normal kernel for each cluster (only the first ncluster are considered to start the chain).

ss

an interger vector defining to which of the ncluster clusters each subject belongs.

beta

giving the value of the fixed effects.

sigma

giving the variance matrix of the normal kernel.

mub

giving the mean of the normal baseline distributions.

sigmab

giving the variance matrix of the normal baseline distributions.

Details

This generic function fits an ordinal linear mixed-effects model with a probit link (see, e.g., Molenberghs and Verbeke, 2005):

$$Y_{ij} = k, \mbox{\ if } \gamma_{k-1} \le W_{ij} < \gamma_{k}, k=1,\ldots,K$$ $$W_{ij} \mid \beta_F, \beta_R , b_i \sim N(X_{ij} \beta_F + Z_{ij} \beta_R + Z_{ij} b_i, 1), i=1,\ldots,N, j=1,\ldots,n_i$$ $$\theta_i | G,\Sigma \sim \int N(m,\Sigma) G(dm)$$ $$G | \alpha, \mu_b,\Sigma_b \sim DP(\alpha N(\mu_b,\Sigma_b))$$

where, \(\theta_i = \beta_R + b_i\), \(\beta = \beta_F\), and \(G_0=N(\theta| \mu, \Sigma)\). To complete the model specification, independent hyperpriors are assumed, $$\beta | \beta_0, S_{\beta_0} \sim N(\beta_0,S_{\beta_0})$$ $$\Sigma | \nu_0, T \sim IW(\nu_0,T)$$ $$\alpha | a_0, b_0 \sim Gamma(a_0,b_0)$$ $$\mu_b | m_b, S_b \sim N(m_b,S_b)$$ $$\Sigma_b | \nu_b, Tb \sim IW(\nu_b,Tb)$$

A uniform prior is used for the cutoff points. Note that the inverted-Wishart prior is parametrized such that \(E(\Sigma)= T^{-1}/(\nu_0-q-1)\).

The precision or total mass parameter, \(\alpha\), of the DP prior can be considered as random, having a gamma distribution, \(Gamma(a_0,b_0)\), or fixed at some particular value. When \(\alpha\) is random the method described by Escobar and West (1995) is used. To let \(\alpha\) to be fixed at a particular value, set \(a_0\) to NULL in the prior specification.

The computational implementation of the model is based on the marginalization of the DP and on the use of MCMC methods for conjugate priors for a collapsed state of MacEachern (1998).

The \(\beta_R\) parameters are sampled using the \(\epsilon\)-DP approximation proposed by Muliere and Tardella (1998), with \(\epsilon\)=0.01.

References

Escobar, M.D. and West, M. (1995) Bayesian Density Estimation and Inference Using Mixtures. Journal of the American Statistical Association, 90: 577-588.

MacEachern, S.N. (1998) Computational Methods for Mixture of Dirichlet Process Models, in Practical Nonparametric and Semiparametric Bayesian Statistics, eds: D. Dey, P. Muller, D. Sinha, New York: Springer-Verlag, pp. 1-22.

Molenberghs, G. and Verbeke, G. (2005). Models for discrete longitudinal data, New York: Springer-Verlag.

Muliere, P. and Tardella, L. (1998) Approximating distributions of random functionals of Ferguson-Dirichlet priors. The Canadian Journal of Statistics, 26(2): 283-297.

See Also

DPMrandom, DPMglmm, DPMlmm, DPlmm , DPglmm, DPolmm, PTlmm , PTglmm, PTolmm

Examples

# NOT RUN {
    # Schizophrenia Data
      data(psychiatric)
      attach(psychiatric)

    # MCMC parameters

      nburn<-5000
      nsave<-10000
      nskip<-10
      ndisplay<-100
      mcmc <- list(nburn=nburn,nsave=nsave,nskip=nskip,ndisplay=ndisplay)

    # Initial state
      state <- NULL

    # Prior information

      prior<-list(alpha=1,
                  tau1=0.01,tau2=0.01,
                  nu0=4.01,
                  tinv=diag(10,1),
                  nub=4.01,
                  tbinv=diag(10,1),
                  mb=rep(0,1),
                  Sb=diag(1000,1),
                  beta0=rep(0,3), 
                  Sbeta0=diag(1000,3))

    # Fitting the model


      fit1 <- DPMolmm(fixed=imps79o~sweek+tx+sweek*tx,random=~1|id,
                      prior=prior,mcmc=mcmc,state=state,status=TRUE)
      fit1

    # Summary with HPD and Credibility intervals
      summary(fit1)
      summary(fit1,hpd=FALSE)


    # Plot model parameters
      plot(fit1)


    # Plot an specific model parameter
      plot(fit1,ask=FALSE,nfigr=1,nfigc=2,param="sigma-(Intercept)")	
      plot(fit1,ask=FALSE,nfigr=1,nfigc=2,param="ncluster")	

    # Extract random effects
    
      DPMrandom(fit1)
      DPMrandom(fit1,centered=TRUE)


    # Extract predictive information of random effects
    
      pred <- DPMrandom(fit1,predictive=TRUE)
      plot(pred)

# }