Bayesian longitudinal data analysis with mixed models and thick-tailed distributions using MCMC

Linear mixed effects models are frequently used to analyse longitudinal data, due to their flexibility in modelling the covariance structure between and within observations. Further, it is easy to deal with unbalanced data, either with respect to the number of observations per subject or per time period, and with varying time intervals between observations. In most applications of mixed models to biological sciences, a normal distribution is assumed both for the random effects and for the residuals. This, however, makes inferences vulnerable to the presence of outliers. Here, linear mixed models employing thick-tailed distributions for robust inferences in longitudinal data analysis are described. Specific distributions discussed include the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted, and the Gibbs sampler and the Metropolis-Hastings algorithms are used to carry out the posterior analyses. An example with data on orthodontic distance growth in children is discussed to illustrate the methodology. Analyses based on either the Student-t distribution or on the usual Gaussian assumption are contrasted. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process for modelling distributions of the random effects and of residuals in linear mixed models, and the MCMC implementation allows the computations to be performed in a flexible manner.

Bayesian outlier analysis in binary regression

We propose alternative approaches to analyze residuals in binary regression models based on random effect components. Our preferred model does not depend upon any tuning parameter, being completely automatic. Although the focus is mainly on accommodation of outliers, the proposed methodology is also able to detect them. Our approach consists of evaluating the posterior distribution of random effects included in the linear predictor. The evaluation of the posterior distributions of interest involves cumbersome integration, which is easily dealt with through stochastic simulation methods. We also discuss different specifications of prior distributions for the random effects. The potential of these strategies is compared in a real data set. The main finding is that the inclusion of extra variability accommodates the outliers, improving the adjustment of the model substantially, besides correctly indicating the possible outliers.

Spectral analysis and low-frequency multipath mitigation for kinematic applications

Low-frequency multipath is still one of the major challenges for high precision GPS relative positioning. In kinematic applications, mainly, due to geometry changes, the low-frequency multipath is difficult to be removed or modeled. Spectral analysis has a powerful technique to analyze this kind of non-stationary signals: the wavelet transform. However, some processes and specific ways of processing are necessary to work together in order to detect and efficiently mitigate low-frequency multipath. In this paper, these processes are discussed. Some experiments were carried out in a kinematic mode with a controlled and known vehicle movement. The data were collected in the presence of a reflector surface placed close to the vehicle to cause, mainly, low-frequency multipath. From theanalyses realized, the results in terms of double difference residuals and statistical tests showed that the proposed methodology is very efficient to detect and mitigate low-frequency multipath effects. © 2008 IEEE.