A note on posterior predictive checks to assess model fit for incomplete data.

Stat Med

Department of Integrative Biology, Department of Statistics and Data Sciences, The University of Texas, Austin, 78712, TX, U.S.A..

Published: November 2016

We examine two posterior predictive distribution based approaches to assess model fit for incomplete longitudinal data. The first approach assesses fit based on replicated complete data as advocated in Gelman et al. (2005). The second approach assesses fit based on replicated observed data. Differences between the two approaches are discussed and an analytic example is presented for illustration and understanding. Both checks are applied to data from a longitudinal clinical trial. The proposed checks can easily be implemented in standard software like (Win)BUGS/JAGS/Stan. Copyright © 2016 John Wiley & Sons, Ltd.

Download full-text PDF

Source
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC5096987PMC
http://dx.doi.org/10.1002/sim.7040DOI Listing

Publication Analysis

Top Keywords

posterior predictive
8
assess model
8
model fit
8
fit incomplete
8
approach assesses
8
assesses fit
8
fit based
8
based replicated
8
data
5
note posterior
4

Similar Publications

Want AI Summaries of new PubMed Abstracts delivered to your In-box?

Enter search terms and have AI summaries delivered each week - change queries or unsubscribe any time!