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Bayesian approaches to the model selection problem in the analysis of latent stage-sequential process

Authors
Chung, HwanChang, Hsiu-Ching
Issue Date
12월-2012
Publisher
ELSEVIER SCIENCE BV
Keywords
Dirichlet process; Finite mixture model; Latent class analysis; Longitudinal data; Reversible jump MCMC; Stage-sequential process
Citation
COMPUTATIONAL STATISTICS & DATA ANALYSIS, v.56, no.12, pp.4097 - 4110
Indexed
SCIE
SCOPUS
Journal Title
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume
56
Number
12
Start Page
4097
End Page
4110
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/106718
DOI
10.1016/j.csda.2012.03.015
ISSN
0167-9473
Abstract
Recently, a great deal of attention has been paid to the stage-sequential process for the longitudinal data. A number of methods for analyzing stage-sequential processes have been derived from the family of finite mixture modeling. However, the research on the sequential process is rendered difficult by the fact that the number of latent components is not known a priori. To address this problem, we adopt the reversible jump MCMC (RJMCMC) and the Bayesian nonparametric approach, which provide a set of principles for the systematic model selection for the stage-sequential process. Using a latent class profile analysis, we evaluate the performance of RJMCMC and the Bayesian nonparametric method on the model selection problem. (C) 2012 Elsevier B.V. All rights reserved.
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