Qiu Zhenguo, Song Peter X K, Tan Ming
Department of Mathematics and Statistics, York University, Toronto, Ontario, Canada.
J Biopharm Stat. 2002 May;12(2):121-35. doi: 10.1081/bip-120014415.
Multi-level repeated ordinal data arise if ordinal outcomes are measured repeatedly in subclusters of a cluster or on subunits of an experimental unit. If both the regression coefficients and the correlation parameters are of interest, the Bayesian hierarchical models have proved to be a powerful tool for analysis with computation being performed by Markov Chain Monte Carlo (MCMC) methods. The hierarchical models extend the random effects models by including a (usually flat) prior on the regression coefficients and parameters in the distribution of the random effects. Because the MCMC can be implemented by the widely available BUGS or WinBUGS software packages, the computation burden of MCMC has been alleviated. However, thoughtfulness is essential in order to use this software effectively to analyze such data with complex structures. For example, we may have to reparameterize the model and standardize the covariates to accelerate the convergence of the MCMC, and then carefully monitor the convergence of the Markov chain. This article aims at resolving these issues in the application of the WinBUGS through the analysis of a real multi-level ordinal data. In addition, we extend the hierarchical model to include a wider class of distributions for the random effects. We propose to use the deviance information criterion (DIC) for model selection. We show that the WinBUGS software can readily implement such extensions and the DIC criterion.
如果在一个聚类的子聚类中或在一个实验单元的子单元上对有序结果进行重复测量,就会产生多级重复有序数据。如果回归系数和相关参数都令人感兴趣,贝叶斯分层模型已被证明是一种强大的分析工具,可通过马尔可夫链蒙特卡罗(MCMC)方法进行计算。分层模型通过在回归系数和随机效应分布中的参数上包含一个(通常是平坦的)先验来扩展随机效应模型。由于MCMC可以通过广泛使用的BUGS或WinBUGS软件包来实现,MCMC的计算负担得到了减轻。然而,为了有效地使用该软件来分析具有复杂结构的数据,必须深思熟虑。例如,我们可能必须对模型进行重新参数化并对协变量进行标准化,以加速MCMC的收敛,然后仔细监测马尔可夫链的收敛情况。本文旨在通过对一个实际的多级有序数据的分析来解决WinBUGS应用中的这些问题。此外,我们扩展了分层模型,以包括更广泛的随机效应分布类。我们建议使用偏差信息准则(DIC)进行模型选择。我们表明,WinBUGS软件可以很容易地实现这种扩展和DIC准则。