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Fitting Bayesian multiple random effects models

Vines, S. K.; Gilks, W. R. and Wild, P. (1996). Fitting Bayesian multiple random effects models. Statistics and Computing, 6(4) pp. 337–346.

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Bayesian random effects models may be fitted using Gibbs sampling, but the Gibbs sampler can be slow mixing due to what might be regarded as lack of model identifiability. This slow mixing substantially increases the number of iterations required during Gibbs sampling. We present an analysis of data on immunity after Rubella vaccinations which results in a slow-mixing Gibbs sampler. We show that this problem of slow mixing can be resolved by transforming the random effects and then, if desired, expressing their joint prior distribution as a sequence of univariate conditional distributions. The resulting analysis shows that the decline in antibodies after Rubella vaccination is relatively shallow compared to the decline in antibodies which has been shown after Hepatitis B vaccination.

Item Type: Journal Item
Copyright Holders: 1996 Chapman & Hall
ISSN: 0960-3174
Keywords: Bayesian inference; convergence; Gibbs sampling; longitudinal data; Markov chain; Monte Carlo; parametric transformation; random effect; Rubella antibody
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 28179
Depositing User: Sarah Frain
Date Deposited: 30 Mar 2011 13:21
Last Modified: 07 Dec 2018 09:52
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