Bayesian variable selection in a finite mixture of linear mixed-effects models

Research output: Contribution to journalArticle

Abstract

Mixture of linear mixed-effects models has received considerable attention in longitudinal studies, including medical research, social science and economics. The inferential question of interest is often the identification of critical factors that affect the responses. We consider a Bayesian approach to select the important fixed and random effects in the finite mixture of linear mixed-effects models. To accomplish our goal, latent variables are introduced to facilitate the identification of influential fixed and random components and to classify the membership of observations in the longitudinal data. A spike-and-slab prior for the regression coefficients is adopted to sidestep the potential complications of highly collinear covariates and to handle large p and small n issues in the variable selection problems. Here we employ Markov chain Monte Carlo (MCMC) sampling techniques for posterior inferences and explore the performance of the proposed method in simulation studies, followed by an actual psychiatric data analysis concerning depressive disorder.

Original languageEnglish
Pages (from-to)2434-2453
Number of pages20
JournalJournal of Statistical Computation and Simulation
Volume89
Issue number13
DOIs
Publication statusPublished - 2019 Sep 2

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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