Bayesian partial linear model for skewed longitudinal data

Abstract

Unlike majority of current statistical models and methods focusing on mean response for highly skewed longitudinal data, we present a novel model for such data accommodating a partially linear median regression function, a skewed error distribution and within subject association structures. We provide theoretical justifications for our methods including asymptotic properties of the posterior and associated semiparametric Bayesian estimators. We also provide simulation studies to investigate the finite sample properties of our methods. Several advantages of our method compared with existing methods are demonstrated via analysis of a cardiotoxicity study of children of HIV-infected mothers.

Keywords: Dirichlet process; Median regression; Partial linear model; Semiparametric; Skewed error.