A Bayesian analysis for pseudo-compositional data with spatial structure (original) (raw)

2019, Statistical Methods in Medical Research

We proposed a Bayesian analysis of pseudo-compositional data in presence of a latent factor, assuming a spatial structure. This development was motivated by a dataset containing information on the number of newborns of primiparous mothers living in each of the microregions of the state of Sao Paulo, Brazil, in the year of 2015, stratified by the age of the mothers (15-18, 19-29 and 30 years or more). Considering that data on newborns are not stochastically distributed among the three age groups, but they are explained in relation to women's population structure, we adopted the expression ''pseudo-compositional data'' to refer to this data structure. The hypothesis of interest establishes that the age of the first pregnancy is associated with the economic conditions of the geographic area where the mother lives. The incidence of poverty was included as an independent variable. Additive log-ratio (alr) and isometric log-ratio (ilr) transformations were considered, as is usually done in the analysis of compositional data. The model included a random effect related to the spatial effect assumed to have a conditional autoregressive structure. A Bayesian Markov Chain Monte Carlo (MCMC) simulation procedure was used to get the posterior summaries of interest. The model based on the (ilr) transformation was well fitted to the data, showing that in the microregions with the highest incidence of poverty, there are higher proportions of women who have their first child in adolescence, while in the microregions with the lowest incidence of poverty, there are higher proportions of women who have their first child after the age of 30 years. From these results it is possible to conclude that this Bayesian approach was very useful in the estimation of the parameters of the proposed model. The proposed method should have a broad application to other problems involving pseudo-compositional data.

Sign up to get access to over 50M papers

Compositional Data in the Presence of Covariate and Correlated Errors: A Bayesian Approach

2006

In this paper, we introduce a Bayesian analysis for compositional data considering additive log-ratio (ALR) and Box-Cox transformations assuming a multivariate normal distribution for correlated errors. These results generalize some existing Bayesian approaches assuming uncorrelated errors. We also consider the use of exponential power distributions for uncorrelated errors of the transformed compositional data. These models gives a better fit for compositional data. We illustrate the proposed methodology considering a real data set.

Compositional Statistical Models Under a Bayesian Approach: An Application to Traffic Accident Data in Federal Highways in Brazil

Pesquisa Operacional

This study considers the use of a composicional statistical model under a Bayesian approach using Markov Chain Monte Carlo simulation methods applied for road traffic victims ocurring in federal roads of Brazil in a specified period of time. The main motivation of the present study is based on a database with information on the injury severity of each person involved in an accident occurred in federal highways in Brazil during a time period ranging from January, 2018 to April, 2019 reported by the federal highway police office of Brazil. Four types of events associated with each injured person (uninjured, minor injury, serious injury and death) are grouped for each state of Brazil in each month characterizing compositional multivariate data. Such kind of data requires specific modeling and inference approaches that differ from the traditional use of multivariate models assuming multivariate normal distributions.The proportion events associated to the accidents (uninjured, minor injuries, serious injuries and deaths) are considered as a sample of vectors of proportions adding to a value one together with some covariates such as pavement conditions in each province, regions of Brazil, months and years that may affect the severity of the injury of each person involved in an accident. From the obtained results, it is observed that the proportions of serious accidents and deaths are affected by some covariates as the different regions of Brazil and years.

Analysis of compositional data using Dirichlet covariate models /

Typescript. Thesis (Ph. D.) -- American University, 2003. American University, Dept. of Mathematics and Statistics. Dissertation advisor: Robert W. Jernigan. Includes bibliographical references (leaves 148-151). Dissertation Abstracts: 64:1788B, Oct. 2003. University Microfilms, Inc. order no. 30-87067.

Dependent Bayesian nonparametric modeling of compositional data using random Bernstein polynomials

Electronic Journal of Statistics, 2022

We discuss Bayesian nonparametric procedures for the regression analysis of compositional responses, that is, data supported on a multivariate simplex. The procedures are based on a modified class of multivariate Bernstein polynomials and on the use of dependent stick-breaking processes. A general model and two simplified versions of the general model are discussed. Appealing theoretical properties such as continuity, association structure, support, and consistency of the posterior distribution are established. Additionally, we exploit the use of spike-and-slab priors for choosing the version of the model that best adapts to the complexity of the underlying true data-generating distribution. The performance of the proposed model is illustrated in a simulation study and in an application to solid waste data from Colombia.

Modelling compositional data using dirichlet regression models

Compositional data are non-negative proportions with unit-sum. These types of data arise whenever we classify objects into disjoint categories and record their resulting relative frequencies, or partition a whole measurement into percentage contributions from its various parts. Under the unit-sum constraint, the elementary concepts of covariance and correlation are mis-leading. Therefore, compositional data are rarely analyzed with the usual multivariate statistical methods. Aitchison (1986) introduced the logratio analysis to model compositional data. Campbell and Mosimann (1987a) suggested the Dirichlet Covariate Model as a null model for such data. In this paper we investigate the Dirichlet Covariate Model and compare it to the logratio analysis. Maximum likelihood estimation methods are developed and the sampling distributions of these estimates are investigated. Measures of total variability and goodness of fit are proposed to assess the adequacy of the suggested models in anal...

A simulation approach to nonparametric empirical bayes analysis

International statistical review, 2001

We deal with general mixtun or hierarchical models of the form m ( x ) = Ie f ( x I 0)g(B)d0, where ~( 0 ) and m(x) are called mixing and mixed or compound densities respectively, and 0 is d e d the mixing parameter. The usual statistical application of these models emerges when we have data x i , i = 1, . . . , n with densities f ( x i I 0,) for given ffi, and the e, are independent with common density g(0). For a certain well known class of densities f ( x 1 e), we present a sample-based approach to reconstruct g(6). We first provide theoretical results and then we use, in an empirical Baya spirit, the Arst four moments of the data to estimate the first four moments of g(@. By using sampiing techniques we proceed in a M y Bayesian fashion to obtain any posterior summaries of interest. Simulations which investigate the operating characteristics of our proposed methodology arc presented. We illustrate our approach using data trom mixed Poisson and mixed exponential densities. kj wonk: Hierarchical models; Method of moments; Mixtures; Monte Carlo. the different sources of variability (population units) to improve our inference on the parameters Bi .

Loading...

Loading Preview

Sorry, preview is currently unavailable. You can download the paper by clicking the button above.