Correction for covariate measurement error in nonparametric longitudinal regression. 2010

D Rummel, and T Augustin, and H Küchenhoff
Department of Statistics, Ludwig-Maximilians-University Munich, Munich, Germany.

We introduce a correction for covariate measurement error in nonparametric regression applied to longitudinal binary data arising from a study on human sleep. The data have been surveyed to investigate the association of some hormonal levels and the probability of being asleep. The hormonal effect is modeled flexibly while we account for the error-prone measurement of its concentration in the blood and the longitudinal character of the data. We present a fully Bayesian treatment utilizing Markov chain Monte Carlo inference techniques, and also introduce block updating to improve sampling and computational performance in the binary case. Our model is partly inspired by the relevance vector machine with radial basis functions, where usually very few basis functions are automatically selected for fitting the data. In the proposed approach, we implement such data-driven complexity regulation by adopting the idea of Bayesian model averaging. Besides the general theory and the detailed sampling scheme, we also provide a simulation study for the Gaussian and the binary cases by comparing our method to the naive analysis ignoring measurement error. The results demonstrate a clear gain when using the proposed correction method, particularly for the Gaussian case with medium and large measurement error variances, even if the covariate model is misspecified.

UI MeSH Term Description Entries
D008137 Longitudinal Studies Studies in which variables relating to an individual or group of individuals are assessed over a period of time. Bogalusa Heart Study,California Teachers Study,Framingham Heart Study,Jackson Heart Study,Longitudinal Survey,Tuskegee Syphilis Study,Bogalusa Heart Studies,California Teachers Studies,Framingham Heart Studies,Heart Studies, Bogalusa,Heart Studies, Framingham,Heart Studies, Jackson,Heart Study, Bogalusa,Heart Study, Framingham,Heart Study, Jackson,Jackson Heart Studies,Longitudinal Study,Longitudinal Surveys,Studies, Bogalusa Heart,Studies, California Teachers,Studies, Jackson Heart,Studies, Longitudinal,Study, Bogalusa Heart,Study, California Teachers,Study, Longitudinal,Survey, Longitudinal,Surveys, Longitudinal,Syphilis Studies, Tuskegee,Syphilis Study, Tuskegee,Teachers Studies, California,Teachers Study, California,Tuskegee Syphilis Studies
D008390 Markov Chains A stochastic process such that the conditional probability distribution for a state at any future instant, given the present state, is unaffected by any additional knowledge of the past history of the system. Markov Process,Markov Chain,Chain, Markov,Chains, Markov,Markov Processes,Process, Markov,Processes, Markov
D009010 Monte Carlo Method In statistics, a technique for numerically approximating the solution of a mathematical problem by studying the distribution of some random variable, often generated by a computer. The name alludes to the randomness characteristic of the games of chance played at the gambling casinos in Monte Carlo. (From Random House Unabridged Dictionary, 2d ed, 1993) Method, Monte Carlo
D011336 Probability The study of chance processes or the relative frequency characterizing a chance process. Probabilities
D006728 Hormones Chemical substances having a specific regulatory effect on the activity of a certain organ or organs. The term was originally applied to substances secreted by various ENDOCRINE GLANDS and transported in the bloodstream to the target organs. It is sometimes extended to include those substances that are not produced by the endocrine glands but that have similar effects. Hormone,Hormone Receptor Agonists,Agonists, Hormone Receptor,Receptor Agonists, Hormone
D006801 Humans Members of the species Homo sapiens. Homo sapiens,Man (Taxonomy),Human,Man, Modern,Modern Man
D001499 Bayes Theorem A theorem in probability theory named for Thomas Bayes (1702-1761). In epidemiology, it is used to obtain the probability of disease in a group of people with some characteristic on the basis of the overall rate of that disease and of the likelihood of that characteristic in healthy and diseased individuals. The most familiar application is in clinical decision analysis where it is used for estimating the probability of a particular diagnosis given the appearance of some symptoms or test result. Bayesian Analysis,Bayesian Estimation,Bayesian Forecast,Bayesian Method,Bayesian Prediction,Analysis, Bayesian,Bayesian Approach,Approach, Bayesian,Approachs, Bayesian,Bayesian Approachs,Estimation, Bayesian,Forecast, Bayesian,Method, Bayesian,Prediction, Bayesian,Theorem, Bayes
D012890 Sleep A readily reversible suspension of sensorimotor interaction with the environment, usually associated with recumbency and immobility. Sleep Habits,Sleeping Habit,Sleeping Habits,Habit, Sleep,Habit, Sleeping,Habits, Sleep,Habits, Sleeping,Sleep Habit
D013997 Time Factors Elements of limited time intervals, contributing to particular results or situations. Time Series,Factor, Time,Time Factor
D016011 Normal Distribution Continuous frequency distribution of infinite range. Its properties are as follows: 1, continuous, symmetrical distribution with both tails extending to infinity; 2, arithmetic mean, mode, and median identical; and 3, shape completely determined by the mean and standard deviation. Gaussian Distribution,Distribution, Gaussian,Distribution, Normal,Distributions, Normal,Normal Distributions

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