A robust Bayesian approach to null intercept measurement error model with application to dental data

  • Authors:

  • Pulak Ghosh;C. L. Bayes;V. H. Lachos

  • Affiliations:

  • Department of Biostatistics and Winship Cancer Institute, Emory University, Atlanta, GA 30322, United States;Departamento de Estatística, IME, Universidade de São Paulo, São Paulo, Brazil;Departamento de Estatística, IMECC, Universidade Estadual de Campinas, Campinas, São Paulo, Brazil

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2009

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Abstract

Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial.