The identification of factors associated with mental and behavioural disorders in early childhood is critical both for psychopathology research and the support of primary health care practices. Motivated by the Millennium Cohort Study, in this paper we study the effect of a comprehensive set of covariates on children’s emotional and behavioural trajectories in England. To this end, we develop a quantile mixed hidden Markov model for joint estimation of multiple quantiles in a linear regression setting for multivariate longitudinal data. The novelty of the proposed approach is based on the multivariate asymmetric Laplace distribution which allows to jointly estimate the quantiles of the univariate conditional distributions of a multivariate response, accounting for possible correlation between the outcomes. Sources of unobserved heterogeneity and serial dependency due to repeated measures are modelled through the introduction of individual-specific, time-constant random coefficients and time-varying parameters evolving over time with a Markovian structure respectively. The inferential approach is carried out through the construction of a suitable expectation-maximization algorithm without parametric assumptions on the random effects distribution.

Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores / Merlo, Luca; Petrella, Lea; Tzavidis, Nikos. - In: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS. - ISSN 0035-9254. - 71(2022), pp. 417-448. [10.1111/rssc.12539]

Quantile mixed hidden Markov models for multivariate longitudinal data: An application to children's Strengths and Difficulties Questionnaire scores

Merlo, Luca
;
Petrella, Lea;
2022

Abstract

The identification of factors associated with mental and behavioural disorders in early childhood is critical both for psychopathology research and the support of primary health care practices. Motivated by the Millennium Cohort Study, in this paper we study the effect of a comprehensive set of covariates on children’s emotional and behavioural trajectories in England. To this end, we develop a quantile mixed hidden Markov model for joint estimation of multiple quantiles in a linear regression setting for multivariate longitudinal data. The novelty of the proposed approach is based on the multivariate asymmetric Laplace distribution which allows to jointly estimate the quantiles of the univariate conditional distributions of a multivariate response, accounting for possible correlation between the outcomes. Sources of unobserved heterogeneity and serial dependency due to repeated measures are modelled through the introduction of individual-specific, time-constant random coefficients and time-varying parameters evolving over time with a Markovian structure respectively. The inferential approach is carried out through the construction of a suitable expectation-maximization algorithm without parametric assumptions on the random effects distribution.
File allegati a questo prodotto
File Dimensione Formato  
Merlo_Quantile-mixed-hidden-Markov_2022.pdf

accesso aperto

Tipologia: Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza: Creative commons
Dimensione 1.14 MB
Formato Adobe PDF
1.14 MB Adobe PDF Visualizza/Apri PDF

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11573/1608033
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 0
social impact