Bayesian Case Influence Measures for Statistical Models with Missing Data.

TitleBayesian Case Influence Measures for Statistical Models with Missing Data.
Publication TypeJournal Article
Year of Publication2012
AuthorsZhu, Hongtu, Joseph G. Ibrahim, Hyunsoon Cho, and Niansheng Tang
JournalJ Comput Graph Stat
Volume21
Issue1
Pagination253-271
Date Published2012
ISSN1061-8600
Abstract

We examine three Bayesian case influence measures including the φ-divergence, Cook's posterior mode distance and Cook's posterior mean distance for identifying a set of influential observations for a variety of statistical models with missing data including models for longitudinal data and latent variable models in the absence/presence of missing data. Since it can be computationally prohibitive to compute these Bayesian case influence measures in models with missing data, we derive simple first-order approximations to the three Bayesian case influence measures by using the Laplace approximation formula and examine the applications of these approximations to the identification of influential sets. All of the computations for the first-order approximations can be easily done using Markov chain Monte Carlo samples from the posterior distribution based on the full data. Simulated data and an AIDS dataset are analyzed to illustrate the methodology.

DOI10.1198/jcgs.2011.10139
Alternate JournalJ Comput Graph Stat
Original PublicationBayesian case influence measures for statistical models with missing data.
PubMed ID23399928
PubMed Central IDPMC3565846
Grant ListR01 CA074015-04A1 / CA / NCI NIH HHS / United States
UL1 RR025747-01 / RR / NCRR NIH HHS / United States
R01 AR070101 / AR / NIAMS NIH HHS / United States
R01 GM070335-07A1 / GM / NIGMS NIH HHS / United States
R01 CA074015-12 / CA / NCI NIH HHS / United States
UL1 RR025747 / RR / NCRR NIH HHS / United States
P01 CA142538 / CA / NCI NIH HHS / United States
R01 CA074015-11A1 / CA / NCI NIH HHS / United States
R21 AG033387-02 / AG / NIA NIH HHS / United States
R01 CA074015-09 / CA / NCI NIH HHS / United States
UL1 RR025747-01S1 / RR / NCRR NIH HHS / United States
P01 CA142538-01 / CA / NCI NIH HHS / United States
R01 GM070335-12 / GM / NIGMS NIH HHS / United States
R01 CA074015-06 / CA / NCI NIH HHS / United States
R01 CA074015-05 / CA / NCI NIH HHS / United States
TL1 RR025745-02 / RR / NCRR NIH HHS / United States
R01 MH086633-02 / MH / NIMH NIH HHS / United States
P01 CA142538-02 / CA / NCI NIH HHS / United States
R01 CA074015-03 / CA / NCI NIH HHS / United States
R01 GM070335-08 / GM / NIGMS NIH HHS / United States
R01 MH086633-03 / MH / NIMH NIH HHS / United States
R01 GM070335-10 / GM / NIGMS NIH HHS / United States
TL1 RR025745 / RR / NCRR NIH HHS / United States
R21 AG033387-01A1 / AG / NIA NIH HHS / United States
R01 CA070101-06 / CA / NCI NIH HHS / United States
R01 MH086633 / MH / NIMH NIH HHS / United States
R01 GM070335-09 / GM / NIGMS NIH HHS / United States
R01 AI070101 / AI / NIAID NIH HHS / United States
UL1 RR025747-02 / RR / NCRR NIH HHS / United States
R01 CA074015-10 / CA / NCI NIH HHS / United States
R01 MH086633-01A1 / MH / NIMH NIH HHS / United States
R01 GM070335 / GM / NIGMS NIH HHS / United States
R01 GM070335-11 / GM / NIGMS NIH HHS / United States
R01 CA070101-05 / CA / NCI NIH HHS / United States
UL1 RR025747-02S3 / RR / NCRR NIH HHS / United States
R01 CA070101-04 / CA / NCI NIH HHS / United States
R01 CA074015-08A2 / CA / NCI NIH HHS / United States
R21 AG033387 / AG / NIA NIH HHS / United States
R01 CA074015-07 / CA / NCI NIH HHS / United States
R01 CA074015 / CA / NCI NIH HHS / United States
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