| 研究生: |
謝岱凌 Hsieh, Tai-Ling |
|---|---|
| 論文名稱: |
貝氏混合線性混合效應模型應用於美國職棒大聯盟球員薪資資料分析 On Application of Bayesian Mixture of Linear Mixed-Effects Models to MLB Player Salaries |
| 指導教授: |
李國榮
Lee, Kuo-Jung |
| 學位類別: |
碩士 Master |
| 系所名稱: |
管理學院 - 統計學系 Department of Statistics |
| 論文出版年: | 2017 |
| 畢業學年度: | 105 |
| 語文別: | 英文 |
| 論文頁數: | 28 |
| 中文關鍵詞: | 貝氏變數選擇 、馬可夫鏈 、混合效應模型 、混合模型 |
| 外文關鍵詞: | Bayesian Variable selection, MCMC, Mixed-effects models, Mixture models |
| 相關次數: | 點閱:127 下載:9 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
我們的目的在於應用有限混合線性混合效應模型,並使用貝氏變數選擇方法來選出重要的固定效應和隨機效應。其中,引入潛在的變數來分類所觀測的對象,並便於在長期追蹤資料中辨別有影響力的固定和隨機效應。另外,使用尖峰和平面(spike-and-slab)的先驗分配所估計的迴歸係數來避免變數中潛在的高共線性,並在變數選擇問題中處理p>n。我們使用馬可夫鏈(MCMC)的抽樣技巧來做後驗分配的推論,並探討所提出模型在模擬數據上的準確性。兩個實際資料中,MLB球員薪資資料和精神病學資料用於解釋所提出的模型在實際應用中的困難和局限。
We consider Bayesian variable approaches to simultaneous selection of important fixed and random effects in the finite mixture of linear mixed-effects models. Latent variables are introduced to classify the membership of observations and to facilitate the identification of influential fixed and random components 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 p>n in the variable selection problems. We employ Markov chain Monte Carlo (MCMC) sampling techniques for posterior inferences and explore the performance of the proposed model on simulated data. Two actual datasets, MLB salary data and psychiatric data, are used to explain the difficulties and limitations of the proposed model in real applications.
Du, Y., Khalili, A., Nešlehová, J. G., and Steele, R. J. (2013). Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models. Canadian Journal of Statistics, 41(4):596–616.
Frühwirth-Schnatter, S. (2006). Finite Mixture and Markov Switching Models. Springer, New York.
Jaki, M. S. T. and Wit, E. (2010). Probabilistic relabelling strategies for the label switching problem in bayesian mixture models. Statistics and Computing, 20:357–366.
Jasra, A., Holmes, C. C., and Stephens, D. A. (2005). Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling. Statistical Science, 20:50–67.
Laird, N. M. and Ware, J. (1982). Random-effects models for longitudinal data. Biometrics, 38:963–974.
Lee, K.-J., Chen, R.-B., and Wu, Y. N. (2016). Bayesian variable selection for finite mixture model of linear regressions. Computational Statistics & Data Analysis, 95:1–16.
McLachlan, G. J. and Peel, D. (2000). Finite Mixture Models. Wiely, New York.
Papastamoulis, P. (2014). Handling the label switching problem in latent class models via the ecr algorithm. Communications in Statistics - Simulation and Computation, 43:913–927.
Papastamoulis, P. (2016). label.switching: An r package for dealing with the label switching problem in mcmc outputs. Journal of Statistical Software, Code Snippets, 69(1):1–24.
Papastamoulis, P. and Iliopoulos, G. (2010). An artificial allocations based solution to the label switching problem in bayesian analysis of mixtures of distributions. Journal of Computational and Graphical Statistics, 19:313–331.
Riesby, N., Gram, L., Bech, P., Nagy, A., Petersen, G., Ortmann, J., Ibsen, I., Dencker, S., Jacobsen, O., Kruautwald, O., Sondergaard, I., effects, J. C. I. C., and pharmacokinetic variability (1977). Bayesian variable selection for finite mixture model of linear regressions.
Psychopharmacology, 54:263–272.
Schlattmann, P. (2009). Medical Applications of Finite Mixture Models. Springer.
Spezia, L. (2009). Reversible jump and the label switching problem in hidden markov models. Journal of Statistical Planning and Inference, 139:2305–2315.
Stephens, M. (2000). Dealing with label switching in mixture models. Journal of the Royal Statistical Society: Series B, 62:795 – 809.
Xu, W. and Hedeker, D. (2001). A random-effects mixture model for classifying treatment response in longitudinal clinical trials. Journal of Biopharmaceutical Statistics, 11(4):253–273.