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Correction for Covariate Measurement Error in Nonparametric Longitudinal Regression

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We introduce a correction for covariate measurement error in nonparametric regression applied to longitudinal binary data arising from a study on human sleep. The data have been surveyed to investigate the association of some hormonal levels and the probability of being asleep. The hormonal effect is modeled flexibly while we account for the error-prone measurement of its concentration in the blood and the longitudinal character of the data. We present a fully Bayesian treatment utilizing Markov chain Monte Carlo inference techniques, and also introduce block updating to improve sampling and computational performance in the binary case. Our model is partly inspired by the relevance vector machine with radial basis functions, where usually very few basis functions are automatically selected for fitting the data. In the proposed approach, we implement such data-driven complexity regulation by adopting the idea of Bayesian model averaging. Besides the general theory and the detailed sampling scheme, we also provide a simulation study for the Gaussian and the binary cases by comparing our method to the naive analysis ignoring measurement error. The results demonstrate a clear gain when using the proposed correction method, particularly for the Gaussian case with medium and large measurement error variances, even if the covariate model is misspecified.
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Keywords: Bayesian methods; Covariate measurement error; Human sleep data; Nonparametric regression of longitudinal data; Relevance vector machine

Document Type: Research Article

Affiliations: Department of Statistics, Ludwig-Maximilians-University Munich, Ludwigstraße 33, 80539 Munich, Germany

Publication date: 2010-12-01

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