Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures
In this paper, a multivariate fundamental skew probit (MFSP) model is used to model correlated ordinal responses which are constructed from the multivariate fundamental skew normal (MFSN) distribution originate to the greater flexibility of MFSN. To achieve an appropriate VC structure for reaching r...
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University of Tehran
2019-11-01
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| Series: | Journal of Sciences, Islamic Republic of Iran |
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| Online Access: | https://jsciences.ut.ac.ir/article_73611_fe71908c0598e0f6fe19480d28f1a1ee.pdf |
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| author | Mohammad Reza Zadkarami Mohammad Reza ghalani |
| author_facet | Mohammad Reza Zadkarami Mohammad Reza ghalani |
| author_sort | Mohammad Reza Zadkarami |
| collection | DOAJ |
| description | In this paper, a multivariate fundamental skew probit (MFSP) model is used to model correlated ordinal responses which are constructed from the multivariate fundamental skew normal (MFSN) distribution originate to the greater flexibility of MFSN. To achieve an appropriate VC structure for reaching reliable statistical inferences, many types of variance covariance (VC) structures are considered to model MFSN. Simulation methods are used to find the properties of the parameters estimate. The Schizophrenia Collaborative Study data invokes the proposed MFSN model. The results confirm that the first-order autoregressive (AR(1)) structure substantially enhances the estimation of the parameters. Furthermore, over time the drugs effect the schizophrenia treatment, noticeably. |
| format | Article |
| id | doaj-art-7d353ca20d5d45f3b8275e2a7c9fe9ee |
| institution | OA Journals |
| issn | 1016-1104 2345-6914 |
| language | English |
| publishDate | 2019-11-01 |
| publisher | University of Tehran |
| record_format | Article |
| series | Journal of Sciences, Islamic Republic of Iran |
| spelling | doaj-art-7d353ca20d5d45f3b8275e2a7c9fe9ee2025-08-20T01:53:37ZengUniversity of TehranJournal of Sciences, Islamic Republic of Iran1016-11042345-69142019-11-0130436336910.22059/jsciences.2019.260615.100728573611Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance StructuresMohammad Reza Zadkarami0Mohammad Reza ghalani1Statistics dept., Mathematical Sciences and computer college, shahid Chamran university of Ahvaz, Ahvaz, IranStatistics Dept. Mathematical Sciences and Computer college, Shahid Chamran university of Ahvaz, Ahvaz, IranIn this paper, a multivariate fundamental skew probit (MFSP) model is used to model correlated ordinal responses which are constructed from the multivariate fundamental skew normal (MFSN) distribution originate to the greater flexibility of MFSN. To achieve an appropriate VC structure for reaching reliable statistical inferences, many types of variance covariance (VC) structures are considered to model MFSN. Simulation methods are used to find the properties of the parameters estimate. The Schizophrenia Collaborative Study data invokes the proposed MFSN model. The results confirm that the first-order autoregressive (AR(1)) structure substantially enhances the estimation of the parameters. Furthermore, over time the drugs effect the schizophrenia treatment, noticeably.https://jsciences.ut.ac.ir/article_73611_fe71908c0598e0f6fe19480d28f1a1ee.pdfordinal responsemultivariate fundamental skew probitvariance covariance structures |
| spellingShingle | Mohammad Reza Zadkarami Mohammad Reza ghalani Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures Journal of Sciences, Islamic Republic of Iran ordinal response multivariate fundamental skew probit variance covariance structures |
| title | Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures |
| title_full | Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures |
| title_fullStr | Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures |
| title_full_unstemmed | Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures |
| title_short | Modelling of Correlated Ordinal Responses, by Using Multivariate Skew Probit with Different Types of Variance Covariance Structures |
| title_sort | modelling of correlated ordinal responses by using multivariate skew probit with different types of variance covariance structures |
| topic | ordinal response multivariate fundamental skew probit variance covariance structures |
| url | https://jsciences.ut.ac.ir/article_73611_fe71908c0598e0f6fe19480d28f1a1ee.pdf |
| work_keys_str_mv | AT mohammadrezazadkarami modellingofcorrelatedordinalresponsesbyusingmultivariateskewprobitwithdifferenttypesofvariancecovariancestructures AT mohammadrezaghalani modellingofcorrelatedordinalresponsesbyusingmultivariateskewprobitwithdifferenttypesofvariancecovariancestructures |