An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data

DOI10.1016/J.SPL.2015.05.014MaRDI QIDQ491718zbMATH OpenOpenAlexFDO

Authors Yongqiang Tang

Publication date 19 August 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.05.014

zbMATH Keywords

MCMCmonotone data augmentationmultivariate normal-gamma distributionWishart distribution

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models
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Cites work

• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• Bayesian Robust Multivariate Linear Regression With Incomplete Data
• scientific article; zbMATH DE number 1294360 (Why is no real title available?)
• scientific article; zbMATH DE number 1907205 (Why is no real title available?)
• Missing data imputation using the multivariate \(t\) distribution
• The Calculation of Posterior Distributions by Data Augmentation

Cited in

(5)

• Exploratory restricted latent class models with monotonicity requirements under Pòlya-gamma data augmentation
• A monotone data augmentation algorithm for multivariate nonnormal data: with applications to controlled imputations for longitudinal trials
• Bartlett's decomposition of the posterior distribution of the covariance for normal monotone ignorable missing data
• Closed-form REML estimators and sample size determination for mixed effects models for repeated measures under monotone missingness
• Controlled pattern imputation for sensitivity analysis of longitudinal binary and ordinal outcomes with nonignorable dropout

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