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A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
A note on bayesian one way repeated measurements
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A note on bayesian one way repeated measurements

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The International Institute for Science, Technology and Education (IISTE). Science, Technology and Medicine Journals Call for Academic Manuscripts …

The International Institute for Science, Technology and Education (IISTE). Science, Technology and Medicine Journals Call for Academic Manuscripts

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  • 1. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 106 A note on Bayesian One-Way Repeated Measurements Model Ameera Jaber Mohaisen and Khawla Abdul Razzaq Swadi Mathematics Department College of Education for Pure Science AL-Basrah University-Iraq E-mail: Khawla.swade@gmail.com Abstract In this paper, we consider the linear one- way repeated measurements model which has only one within units factor and one between units factor incorporating univariate random effects as well as the experimental error term. Bayesian approach based on Markov Chain Monte Carlo is employed to making inferences on the one- way repeated measurements model. Keywords: Repeated Measurements, ANOVA, Bayesian inference, Prior density, posterior density, Bayes factor. 1. Introduction Repeated measurements analysis is widely used in many fields, for example , in the health and life science, epidemiology, biomedical, agricultural, industrial, psychological, educational researches and so on. Repeated measurements is a term used to describe data in which the response variable for each experimental units is observed on multiple occasions and possible under different experimental conditions . Repeated measures data is a common form of multivariate data, and linear models with correlated error which are widely used in modeling repeated measures data. Repeated measures is a common data structure with multiple measurements on a single unit repeated over time. Multivariate linear models with correlated errors have been accepted as one of the primary modeling methods for repeated measures data [1],[2] ,[7],[9] . Repeated measures designs involving two or more independent groups are among the most common experimental designs in a variety of research settings. Various statistical procedures have been suggested for analyzing data from split- plot designs when parametric model assumptions are violated [1],[2]. In the Bayesian approach to inference, all unknown quantities contained in a probability model for the observed data are treated as random variables. Specifically, the fixed but unknown parameters are viewed as random variables under the Bayesian approach. Bayesian techniques based on Markov chain Monte Carlo provide what we believe to be the most satisfactory approach to fitting complex models as well as the direction that model is most likely to take in the future [3],[4],[5],[6],[8],[10],[11] . In this paper, we consider the linear one- way repeated measurements model which has only one within units factor and one between units factor incorporating univariate random effects as well as the experimental error term. Bayesian approach based on Markov Chain Monte Carlo is employed to making inferences on the one- way repeated measurements model. We investigate the posterior density and identify the analytic form of the Bayes factor . 2.Repeated Measurements Model and Prior Distribution Consider the model
  • 2. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 107 Where i=1,…., n is an index for experimental unit within group j , j=1,…,q is an index for levels of the between-units factor (Group) , k=1,…,p is an index for levels of the within-units factor (Time) , yijk is the response measurement at time k for unit i within group j, µ is the overall mean , τj is the added effect for treatment group j , δ i(j) is the random effect for due to experimental unit i within treatment group j , is the added effect for time k , (τγ)jk is the added effect for the group j time k interaction , e ijk is the random error on time k for unit i within group j , For the parameterization to be of full rank, we imposed the following set of conditions ∑ , ∑ , ∑ for each k=1,…,p ∑ for each j=1,…,q , ( ) . Sum of squares due to groups, subjects(group), time, group*time and residuals are then defined respectively as follows: ∑ ( ) , ∑ ∑ ∑ ( ) , ∑ ∑ ∑ ∑ ∑ ̅ ̅ ̅ Where ∑ ∑ ∑ ∑ ∑ ∑ ∑ ∑
  • 3. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 108 ∑ ANOVA table for one-way Repeated measures model EE((MM..SS))MM..SSSS..SSdd..ff SSoouurrccee ooff vvaarriiaattiioonn ∑ Group Unit (Group) ∑ Time ∑ ∑ Group*Time Residual We assume that the prior distribution on one-way repeated measurements model coefficients as following ( ) , , , , (2) 3.Posterior Calculation The likelihood function for the model (1) can derive as follows ( | ) ∏ ∏ ∏ √ [ ] ( | ) ( ) [ ∑ ∑ ∑ ] since ∑ ∑ ∑ ∑ ∑ ∑ ∑ ∑ ∑ [ ] . Then
  • 4. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 109 ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ . (3) Then we have the posterior density of one-way repeated measurements model coefficients and the variances ( ) and ( ) as follows ( | ) ( | ) , where and represents prior and posterior density respectively, then The posterior of ( | ) is ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ [ ] ( ) [ ( ) ( ∑ ∑ ∑ )] [ ( ∑ ∑ ∑ ) ( )] [ ( ∑ ∑ ∑ ) ] [ ∑ ∑ ∑ ] . (4) The posterior of ( ) is ( | ) ( | ) ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ [ ∑ ]
  • 5. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 110 ( | ) ( ) [ ∑ ( ) ∑ ( ∑ ∑ )] [ (∑ ∑ ∑ ∑ ) ( )] [ ( ∑ ∑ ∑ ) ] [ ∑ ∑ ] . (5) The posterior of ( | ) is ( | ) ( | ) ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ [ ∑ ] ( | ) ( ) ( ) [ ∑ ( ) ∑ ( ∑ ∑ )] [ (∑ ∑ ∑ ∑ ) ( )] [ ( ∑ ∑ ∑ ) ] [ ∑ ∑ ] . (6)
  • 6. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 111 The posterior of ( | ) is ( | ) ( | ) ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ [ ∑ ∑ ] ( ) ( ) [ ∑ ∑ ( ) ( ) ∑ ∑ ( ∑ )] [ (∑ ∑ ( ) ∑ ∑ ∑ ) ( )] [ ( ∑ ∑ ∑ ) ] [ ∑ ] . (7) The posterior of , ( | ) is ( | ) ( | ) ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ [ ∑ ∑ ] ( | ) ( ) [ ∑ ∑ ( ) ∑ ∑ ( ∑ )] [ (∑ ∑ ∑ ∑ ∑ ) ( )]
  • 7. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 112 [ ( ∑ ∑ ∑ ) ] [ ∑ ] . (8) [ The posterior of , ( | ) is ( | ) ( | ) ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ [ ] [ ] . (9) The posterior of , ( | ) is ( | ) ( | ) ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ [ ] [ ( ) ] Where RSS=∑ ∑ ∑ [ ] ( ) . (10) 4. Model checking and Bayes factors
  • 8. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 113 We would like to choose between a Bayesian mixed repeated measurements model and its fixed counterpart by the criterion of the Bayes factor for tow hypotheses : versus (11) We compute the Bayes factor, , of relative to for testing problem (11) as following ( ) ( | ) ( | ) where is the predictive (marginal) density of under model We have ( | ) ( ) [ ∑ ∑ ∑ ] , and ( | ) ( ) [ ∑ ∑ ∑ ] , ( ) ( | ) ( | ) √( ) √( ) [ ∑ ∑ ∑ ] [ ∑ ∑ ∑ ] . (13) [ 4.Conclusions 1-The likelihood function of one-way repeated measurement model is ( | ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ( ) ( ) ∑ ∑ ∑ ∑ ∑ ∑ 2-The posterior density of is [ ∑ ∑ ∑ ] . 3-The posterior density of is [ ∑ ∑ ] . 4- The posterior density of is [ ∑ ∑ ] .
  • 9. Mathematical Theory and Modeling www.iiste.org ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online) Vol.4, No.8, 2014 114 5- The posterior density of is [ ∑ ] . 6- The posterior density of is [ ∑ ] . 7- The posterior density of is . 8- The posterior density of is ( ) . 9-The Bayes factor for checking the Bayesian repeated measurements model is ( ) √( ) √( ) [ ∑ ∑ ∑ ] [ ∑ ∑ ∑ ] . 5.Referenses [1] Al-Mouel, A.H.S.,(2004) . Multivariate Repeated Measures Models and Comparison of Estimators, Ph.D.Thesis, East China Normal University, China. [2] Al-Mouel , A.H.S., and Wang, J.L,(2004).One –Way Multivariate Repeated Measurements Analysis of Variance Model, Applied Mathematics a Journal of Chinese Universities, 19,4,pp435-448. [3] Berger, J. O. (1985) . Statistical Decision Theory and Bayesian Analysis. Springer, New York. [4] Ghosh, J.K., Delampady, M. and Samanta, T. (2006). Introduction to Bayesian Analysis: Theory and Methods. Springer, New York. [5] Gilks, W.R. ,Richardson, S. and Spiegel halter, D.J. , (1996). Markov Chain Monte Carlo in Practice, Boca Raton, FL: Chapman and Hall. [6] Jon, W.,(2013). Bayesian and frequentist regression methods, Springer New York Heidelberg Dordrecht London. [7] Neter, J. and Wasserman, W. , (1974). Applied linear statistical models, regression analysis of variance and experimental designs, Richard. D. IRWIN, INC . [8] Papoulis,A.,(1997). Markoff Sequences in Probability, Random Variables, and Stochastic Processes, 2nd ed. New York . McGraw-Hill, PP. 528-535, 1984. [9] Vonesh, E.F. and Chinchilli, V.M.,(1997). Linear and Nonlinear Models for the Analysis of Repeated Measurements, Marcel Dakker, Inc., New York. [10] Walsh, B. , (2002). Introduction to Bayesian Analysis, Lecture Notes for EEB 596z . [11] Walsh, B. ,(2004) . Markov Chain Monte Carlo and Gibbs Sampling, Lecture Notes for EEB 581.
  • 10. The IISTE is a pioneer in the Open-Access hosting service and academic event management. The aim of the firm is Accelerating Global Knowledge Sharing. More information about the firm can be found on the homepage: http://www.iiste.org CALL FOR JOURNAL PAPERS There are more than 30 peer-reviewed academic journals hosted under the hosting platform. Prospective authors of journals can find the submission instruction on the following page: http://www.iiste.org/journals/ All the journals articles are available online to the readers all over the world without financial, legal, or technical barriers other than those inseparable from gaining access to the internet itself. Paper version of the journals is also available upon request of readers and authors. MORE RESOURCES Book publication information: http://www.iiste.org/book/ IISTE Knowledge Sharing Partners EBSCO, Index Copernicus, Ulrich's Periodicals Directory, JournalTOCS, PKP Open Archives Harvester, Bielefeld Academic Search Engine, Elektronische Zeitschriftenbibliothek EZB, Open J-Gate, OCLC WorldCat, Universe Digtial Library , NewJour, Google Scholar
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