Tractable bayes of skew-elliptical link models for correlated binary data

Zhongwei Zhang, Reinaldo B Arellano-Valle, Marc G. Genton, Raphaël Huser

Research output: Contribution to journalArticlepeer-review

Abstract

Correlated binary response data with covariates are ubiquitous in longitudinal or spatial studies. Among the existing statistical models the most well-known one for this type of data is the multivariate probit model, which uses a Gaussian link to model dependence at the latent level. However, a symmetric link may not be appropriate if the data are highly imbalanced. Here, we propose a multivariate skew-elliptical link model for correlated binary responses, which includes the multivariate probit model as a special case. Furthermore, we perform Bayesian inference for this new model and prove that the regression coefficients have a closed-form unified skew-elliptical posterior with an elliptical prior. The new methodology is illustrated by an application to COVID-19 data from three different counties of the state of California, USA. By jointly modeling extreme spikes in weekly new cases, our results show that the spatial dependence cannot be neglected. Furthermore, the results also show that the skewed latent structure of our proposed model improves the flexibility of the multivariate probit model and provides a better fit to our highly imbalanced dataset.
Original languageEnglish (US)
JournalBiometrics
DOIs
StatePublished - Aug 11 2022

Bibliographical note

KAUST Repository Item: Exported on 2022-09-14

ASJC Scopus subject areas

  • Agricultural and Biological Sciences(all)
  • Biochemistry, Genetics and Molecular Biology(all)
  • Applied Mathematics
  • Statistics and Probability
  • Immunology and Microbiology(all)
  • Medicine(all)

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