Streamlined variational inference for higher level group-specific curve models

M. Menictas, T. H. Nolan, D. G. Simpson, M. P. Wand

Research output: Contribution to journalArticlepeer-review

Abstract

A two-level group-specific curve model is such that the mean response of each member of a group is a separate smooth function of a predictor of interest. The three-level extension is such that one grouping variable is nested within another one, and higher level extensions are analogous. Streamlined variational inference for higher level group-specific curve models is a challenging problem. We confront it by systematically working through two-level and then three-level cases and making use of the higher level sparse matrix infrastructure laid down in (Nolan and Wand (2020), ANZIAM Journal, doi: 10.1017/S1446181120000061). A motivation is analysis of data from ultrasound technology for which three-level group-specific curve models are appropriate. Whilst extension to the number of levels exceeding three is not covered explicitly, the pattern established by our systematic approach sheds light on what is required for even higher level group-specific curve models.

Original languageEnglish (US)
JournalStatistical Modelling
DOIs
StateAccepted/In press - 2020

Keywords

  • approximate Bayesian inference
  • longitudinal data analysis
  • mean field variational Bayes
  • multilevel models
  • panel data

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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