Math @ Duke

Publications [#258070] of David B. Dunson
search www.stat.duke.edu.Papers Published
 Cai, B; Dunson, DB, Bayesian covariance selection in generalized linear mixed models,
Biometrics, vol. 62 no. 2
(2006),
pp. 446457, ISSN 0006341X [html], [doi]
(last updated on 2018/06/21)
Abstract: The generalized linear mixed model (GLMM), which extends the generalized linear model (GLM) to incorporate random effects characterizing heterogeneity among subjects, is widely used in analyzing correlated and longitudinal data. Although there is often interest in identifying the subset of predictors that have random effects, random effects selection can be challenging, particularly when outcome distributions are nonnormal. This article proposes a fully Bayesian approach to the problem of simultaneous selection of fixed and random effects in GLMMs. Integrating out the random effects induces a covariance structure on the multivariate outcome data, and an important problem that we also consider is that of covariance selection. Our approach relies on variable selectiontype mixture priors for the components in a special Cholesky decomposition of the random effects covariance. A stochastic search MCMC algorithm is developed, which relies on Gibbs sampling, with Taylor series expansions used to approximate intractable integrals. Simulated data examples are presented for different exponential family distributions, and the approach is applied to discrete survival data from a timetopregnancy study. © 2005, The International Biometric Society.


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