Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures

Authors

  • Mohammad Reza ghalani Statistics Dept. Mathematical Sciences and Computer college, Shahid Chamran university of Ahvaz, Ahvaz, Iran
  • Mohammad Reza Zadkarami Statistics dept., Mathematical Sciences and computer college, shahid Chamran university of Ahvaz, Ahvaz, Iran
Abstract:

In this paper, a multivariate fundamental skew probit (MFSP) model is used to model correlated ordinal responses which are constructed from the multivariate fundamental skew normal (MFSN) distribution originate to the greater flexibility of MFSN. To achieve an appropriate VC structure for reaching reliable statistical inferences, many types of variance covariance (VC) structures are considered to model MFSN. Simulation methods are used to find the properties of the parameters estimate. The Schizophrenia Collaborative Study data invokes the proposed MFSN model. The results confirm that the first-order autoregressive (AR(1)) structure substantially enhances the estimation of the parameters. Furthermore, over time the drugs effect the schizophrenia treatment, noticeably. 

Upgrade to premium to download articles

Sign up to access the full text

Already have an account?login

similar resources

the application of multivariate probit models for conditional claim-types (the case study of iranian car insurance industry)

هدف اصلی نرخ گذاری بیمه ای تعیین نرخ عادلانه و منطقی از دیدگاه بیمه گر و بیمه گذار است. تعین نرخ یکی از مهم ترین مسایلی است که شرکتهای بیمه با آن روبرو هستند، زیرا تعیین نرخ اصلی ترین عامل در رقابت بین شرکتها است. برای تعیین حق بیمه ابتدا می باید مقدار مورد انتظار ادعای خسارت برای هر قرارداد بیمه را برآورد کرد. روش عمومی مدل سازی خسارتهای عملیاتی در نظر گرفتن تواتر و شدت خسارتها می باشد. اگر شر...

15 صفحه اول

Bayesian Inference for Ordinal Data Using Multivariate Probit Models

Multivariate ordinal data arise in many areas of applications. This paper proposes new efficient methodology for Bayesian inference for multivariate probit models using Markov chain Monte Carlo techniques. The key idea for our approach is the novel use of parameter expansion to sample correlation matrices. We also propose methodology for model selection. Our approach is demonstrated through sev...

full text

Different types of skew deviation.

Although all manifest skew deviations appear the same for the clinician, skew deviation can result from different combinations of dysconjugate vertical ocular deviations. Evidence is presented for three different types of skew deviation when it occurs as a feature of an ocular tilt reaction. In type 1 (utricle) there is upward deviation of both eyes with different amplitudes, as described for o...

full text

synthesis and dna interaction studies of new cobalt (ii) complexes containing different dinitrogen aaromatic ligands with calf thymus dna using different spectroscopy methods

در این مطالعه بر هم کنش این چهار کمپلکس با dna تیموس گوساله توسط روش های اسپکتروفتومتری، فلوریمتری، دو رنگ نمائی دورانی، و ویسکوزیمتری بررسی شدند تا اثر استخلاف های متیل بر روی لیگاندهای فنانترولین بررسی گردد.

My Resources

Save resource for easier access later

Save to my library Already added to my library

{@ msg_add @}


Journal title

volume 30  issue 4

pages  363- 369

publication date 2019-11-01

By following a journal you will be notified via email when a new issue of this journal is published.

Hosted on Doprax cloud platform doprax.com

copyright © 2015-2023