Bayesian variable selection and estimation in multivariate skew-normal generalized partial linear mixed models for longitudinal data

Abstract

This paper proposes a novel generalized partial linear mixed models (GPLMMs) with the random effects distribution distributed as a multivariate skew-normal distribution for discrete longitudinal data over time. Under the Bayesian framework, we extended the Bayesian version of adaptive lasso (least absolute shrinkage and selection operator) for linear regression to the Bayesian adaptive lasso with the least squares approximation (LSA) method for generalized partial linear mixed models. A hybrid algorithm combining the Gibbs sampler and the Metropolis-Hastings algorithm in conjunction with the Bayesian adaptive lasso with LSA is used to simultaneously obtain the Bayesian estimates of unknown parameters, smoothing function and random effects, as well as select important covariates in GPLMMs. Several simulation studies and a real example are presented to illustrate the proposed methodologies.