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You are on page 1of 17

Vol.4, No.11, 2014

www.iiste.org

Measurements Model

Ameera Jaber Mohaisen and Khawla Abdul Razzaq Swadi

Mathematics Department College of Education for Pure Science AL-Basrah University-Iraq

E-mail: Khawla.swade@gmail.com

Abstract

In this paper, we consider the linear one- way repeated measurements model which has only one within units

factor and one between units factor incorporating univariate random effects as well as the experimental error

term. In this model, we investigate the consistency property of Bayes factor for testing the fixed effects linear

one- way repeated measurements model against the mixed one- way repeated measurements alternative model.

Under some conditions on the prior and design matrix, we identify the analytic form of the Bayes factor and

show that the Bayes factor is consistent.

Keywords: One- Way Repeated Measurements Model, ANOVA, Mixed model, Prior Distribution, Posterior

Distribution, covariance matrix, Bayes Factor, Consistent.

1. Introduction

Repeated measurements occur frequently in observational studies which are longitudinal in nature, and in

experimental studies incorporating repeated measures designs. For longitudinal studies, the underlying

metameter for the occasions at which measurements are taken is usually time. Here, interest often centers around

modeling the response as linear or nonlinear function of time, Repeated measures designs, on the other hand,

entail one or more response variables being measured repeatedly on each individual over arrange of conditions.

Here the metameter may be time or it may be a set of experimental conditions (e.g. ,dose levels of a drug).

Repeated measurements analysis is widely used in many fields, for example , in the health and life science,

epidemiology, biomedical, agricultural, industrial, psychological, educational researches and so on.[2],[3],[17]

A balanced repeated measurements design means that the p occasions of measurements are the same for all of

the experimental units. A complete repeated measurements design means that measurements are available each

time point for each experimental unit. A typical repeated measurements design consist of experimental units or

subjects randomized to a treatment (a between-units factor) and remaining on the assigned treatment throughout

the course of the experiment. [2],[3],[17]

A one way repeated measurements analysis of variance refers to the situation with only one within-units

factor and a multi-way repeated measurements analysis of variance to the situation with more than one within

units factor. This is because the number of within factors, and not the number or between factor, dictates the

complexity of repeated measurements analysis of variance.[2],[3],[4],[12],[17]

In this paper, we consider the linear one- way repeated measurements model which has only one within units

factor and one between units factor incorporating univariate random effects as well as the experimental error

term, we can represent repeated measurements model as a mixed model.

The asymptotic properties of the Bayes factor have been studied mainly in nonparametric density estimation

problems related to goodness of fit testing [1],[5],[7],[8],[9],[15],[16]. Choi, Taeryon and et al in (2009) [6]

studied the semiparametric additive regression models as the encompassing model with algebraic smoothing and

obtained the closed form of the Bayes factor and studied the asymptotic behavior of the Bayes factor based on

the closed form. Mohaisen, A. J. and Abdulhussain , A. M. in (2013)[11] investigated large sample properties of

the Bayes factor for testing the pure polynomial component of spline null model whose mean function consists

of only the polynomial component against the fully spline semiparametric alternative model whose mean

function comprises both the pure polynomial and the component spline basis functions. In this paper, we

investigate the consistency property of Bayes factor for testing the fixed effects linear one- way repeated

measurements model against the mixed one- way repeated measurements alternative model. Under some

conditions on the prior and design matrix, we identify the analytic form of the Bayes factor and show that the

Bayes factor is consistent.

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Vol.4, No.11, 2014

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Consider the model

yijk = + j + i(j) + k + ()jk + eijk

(1)

Where

i=1,.,n is an index for experimental unit within group j ,

j=1,,q is an index for levels of the between-units factor (Group) ,

k=1,,p is an index for levels of the within-units factor (Time) ,

yijk

i(j)

is the random effect for due to experimental unit i within treatment group j ,

e ijk

following set of conditions

qj=1 j=0

pk=1 k=0

pk=1()jk=0

qj=1()jk=0

And we assumed that the eijk and i(j) are indepndent with

eijk

~ i.i.d N (0,2

e)

ij

(2)

~ i.i.d N (0,2

)

= + +

(3)

Where

y111

y112

Y=[ ]

ynqp

nqp1

1(1)

b = = 1(2)

[ n(q) ]

11

q1

, = [ p1 ]

()qp1

,

nq1

(qp+q+p+1)1

e111

e112

=[ ]

enqp

1P1

, Z=(

0P1

0P1

)

1P1 nqpnq

and = (1 , 2 , 3 , 4 ) is an

nqp1

144

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than 1 ), and we assume that the design matrix as the following way:

(4)

where:

= [ ] and be the [ (1 + + + )] matrix, and let = [ ].

We would like to choose between a Bayesian mixed one- way repeated measurements model and its one- way

repeated measurements model (the model without random effects) by the criterion of the Bayes factor for two

hypotheses,

0 : = +

i . e 0 : yijk = + j + k + ()jk + eijk

versus

1 : = + +

i.e

(5)

We assume and are independent and the prior distribution for the parameters are

~ (0, 0 ) , where

2

01

01

0

1

0 = 2 1+++ =

[

and ~ (0, 1 )

01

01

01

0

0

, where

211

1 = 2 = 2 =

[ 0

0

212

0

0

(6)

2

()

]

(1+++)(1+++)

2 ]

(7)

2.Posterior distribution

From the model (1), we have the following:

| ~ ( , 2 ) , ~ (0 , 0 + 1 )

where

= + j + i(j) + k + ()jk + eijk ,for, = 1,2, , , = 1, , = 1, , .

(8)

( | , 2 ) = 2 (2 + 2 )1 , where N=1+q+p+qp+nq and

2

1 1

( | , 2 ) = (1

= 2 (2 + 2 )1 2

2 + ( ) )

where

2

01

01

0

1

2 = 0 + 1 =

[

211

0

0

212

01

01

01

0

0

2

0

0

0

2

()

]

2 ]

0

[ 0

Then, ~ (0, 2 + 2 ).

(9)

2

(0, 2 + 0 + 1 ).

(10)

We investigate the consistency of the Bayes factor, under the one- way repeated measurements model with

design matrix of the random effects () to the first terms. We get

yijk = + j + K + k + ()jk + eijk , K = 1, . , ( (1 + + + )).The covariance matrix of the

distribution of under 1 as:

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2 + 0 + 1, = 2 +

211

212

0

[

(11)

2(1+++) ]

(1+++)(1+++)

01

= 2 (1+++) and = [ 0

] , where 01 , 01 are the matrices for zeros element with size

01 1,

(1 + + + ) ( (1 + + + ))

and

( (1 + + + )) (1 + + + )

,

respectively.

Then, we can rewrite (11) by using as:

[

+ ]

.

(12)

Then, the covariance matrix of the distribution of under 0 , can be represented as:

2 + 0 + 0 = 2 +

, where:

01

= [ 0

]

01 0

and 0 is the matrix for zeros element with size ( (1 + + + )) ( (1 + + + )), then

we can rewrite the covariance matrix of the distribution of under 0 , the following:

[

+ ]

(13)

and the covariance matrix of the distribution of under 1 , can be represented as:

2 + 0 + 1 = 2 + [ ] [ ] , where:

01

= [ 0

]

01 1

then we can rewrite the covariance matrix of the distribution of under 1 , the following:

2

[ ] [

+ ] [ ]

(14)

Lemma(1):Let the covariance matrices of the distribution of under and 1 be defined as in (12) and

(13) respectively, and suppose satisfy (4). Then, the following hold.

1

=

=

2 det(2 + 0 ) = 1+++ (

+ 2 )(

+ 2 ) (

+ 2 ) (

2

+ ()

)

(2 )(1+++)

3 det(2 + 0 + 1, ) =

() (

+ 2 ) (

+ 2 ) (

4 (2 + 0 )1 =

1

2

+ 2 ) (

2

+ ()

)

1

5 (2 + 0 + 1, )1 =

+ ]

1

2

+ 2 )(1+++)

+ ]

Proof:

1 By multiplying and

to equation (4) from right and left side, we have:

Multiplying (

)1 to the above equation from left side, we get:

(

)1 =

(

)1

=

2

2 2 + 0 = [

+ ]

, and by using (4), we get

146

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Vol.4, No.11, 2014

(

+ 2 )

01

01

= [ , ]

+ 2 )

01

01

01

01

01

+ 2 )

(

2

+ ()

)

+ 2 )

01

01

[ , ]

0

2

(1+++) ]

01

01

01

01

2

01

01

+ 2 )

01

=

www.iiste.org

+ 2 )

2

+ ()

)

0

2 (1+++) ]

Then

det(2 + 0 ) = 1+++ (

(2 )(1+++)

3 2 + 0 + 1, = [

(

2

+ 2 )

01

= [ ]

01

01

01

=

+ 2 )

(

01

01

2

+ ()

)

01

01

[ ]

(1+++) + 2 (1+++) )

01

01

01

2

+ 2 )

+ 2 ) (

2

2

+ ()

)

+ ]

+ 2 )

01

01

2

(

+ 2 )

+ 2 ) (

+ 2 )

01

01

01

2

+ 2 )(

2

+ ()

)

0

(

(1+++) + 2 (1+++) )

Then

4 (2 + 0 )1 = { [

=

=

=

()2

+ ]

1

1

()2

+ 2 ) (

+ ]

}1

1

1

+ ]

[

+ 2 )(

2 )(1+++)

det(2 + 0 + 1, ) = () (

+ ]

1

1

+ ]

(by lemma 1)

5 (2 + 0 + 1, )1 = { [

+ ]

}1

147

+ 2 ) (

2

+ ()

) (

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Vol.4, No.11, 2014

=

=

=

+ ]

()2

1

()2

1

1

www.iiste.org

+ ]

+ ]

+ ]

The Bayes factor for testing problem (5) is given by:

m(yijk | )

01 (yijk ) =

m(yijk |1 )

1

2

2

2

2

(1+++)

21+++ ( +2

)( +2) ( +2

) ( +2

) (2

)

()

1

2

1

)

[

+ ]

}

2

1

2

(

exp{

1

1

1

exp{

(

[

2

2

2

2

2

2

2

2() ( +2 )( +2 ) ( +2 ) ( +2 ) ( +2 )

()

2 )( + 2 ) ( + 2 ) ( + 2 )

() ( +

()

][

+ ]

+ ]

[ ] [

[ ] )}

( +2 )

2

2

2

2

2 )( + 2 ) ( + 2 ) ( + 2 ) ( 2 )(1+++)

1+++ ( +

()

( [

+ ]

exp{

22

[ ] ) }.

(15)

Now let the approximation of 01 with design matrix of the random effects () to the first terms as

following

2

01 =

2 )( + 2 ) ( + 2 ) ( + 2 ) ( + 2 )(1+++)

() ( +

()

2

2

2

2

2 )( + 2 ) ( + 2 ) ( + 2 ) ( 2 )(1+++)

1+++ ( +

()

( [

+ ]

+ ]

exp{

22

) }.

(16)

Then,

2

log01 =

1

2

( [

log

+ ]

(1+++)

() ( +2 )

+ ]

+ ]

( [

+ ]

)

2

() ( +2 )(1+++)

1+++ (2 )(1+++)

2 { {[

()

] }

}

2

22

(1+++)

1+++ (2 )(1+++)

2 log01 = log

= log

2

2

2

2

2 )( + 2 ) ( + 2 ) ( + 2 ) ( 2 )(1+++)

1+++ ( +

()

2 log01 = log

2 )( + 2 ) ( + 2 ) ( + 2 ) ( + 2 )

() ( +

()

()(1+++) ( +2 )

(1+++)

(2 )(1+++)

()2 {

148

+ ]

ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)

Vol.4, No.11, 2014

0

01

01

01

0

0

01

[01

01

= log(

01

www.iiste.org

01

0

0

0

0

0

0

2 +2 (1+++)

2

()2 2

2

( +2 )2

)(1+++)

{

}

where

1

()2

01

01

01

01

0

0

01

[01

01

01

0

0

0

0

0

0

()2 2

(2 +2 )2

)(1+++)

The Bayes factor for testing the model in (5) satisfy is consistent if [6]

01 =

,

0 under 0 ,

01 = 0

, 1 under 1 ,

(17)

(18)

with mean + j + k + ()jk and variance 2 = 1, then there exist a positive constant 1 such that

1

(1+++)

,1

[=1

log(1 + 2 )

] > 1 , with probability tending to 1, i.e. log01

nqp2

nqp

(1+nqp2

)

Proof:

Let Xnqp = ( X111 , X121 , , Xnqp ) are independent standard normal random variables, Note that Ynqp =d Xnqp +

and

T

Ynqp

Q nqp Ynqp = (Xnqp + )T Q nqp (X nqp + )

T

T

= Xnqp

Q nqp Xnqp + ()T Q nqp () + Xnqp

Q nqp () + ()T Q nqp Xnqp .

By the property of the design matrix (4) get

01

01

01

01

01

01

0

0

01

0

0

0

0

0

0

[01

()T

Q nqp =

()T

1

(nqp)2

Mnqp

T

Mnqp

=

1

()2

0

01

01

0

01

01

[

0

0

()2 2

2

( +2 )2

01

0

0

0

01

0

0

0

() 2

2

nqp2

(1+nqp2

)

= Snqp,1

Note that

149

( + )2

T

T

Then Ynqp

Q nqp Ynqp = Xnqp

Q nqp Xnqp .

Now by using the expectation formula of the quadratic form[4],[10],[12],[14], get

nqp

01

0

0

0

T

0 < (Xnqp

Q nqp Xnqp ) = tr(Q nqp ) = i=1

)(1+++)

)(1+++)

]

ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)

Vol.4, No.11, 2014

Q2nqp

(nqp)4

Mnqp

01

01

01

0

0

01

[01

0

01

01

0

01

01

01

[

(nqp)3

Mnqp

01

01

0

0

0

01

0

0

0

01

01

01

01

0

0

01

0

0

01

01

0

0

0

0

0

0

01

0

0

0

[01

www.iiste.org

()2 2

2

( +2 )2

)(1+++)

MTnqp

() 2

2

T

Mnqp

Mnqp

( + )2

)(1+++)

]

01

01

0

0

0

0

0

0

T

Mnqp

()2 2

2

( +2 )2

)2 (1+++)

and

1

tr(Q2nqp ) =

(nqp)2

nqp

i=1 (

(nqp)2 2

2

)

1+nqp2

nqp2

nqp

= i=1 (

1+nqp2

)2 = nqp3 (

1+nqp2

)2 = Snqp,2 .

nqp

T

var(Xnqp

Q nqp Xnqp ) = 2tr(Q2nqp ) = 2Snqp,2 = 2 i=1 (

Snqp,3 Snqp,1

Let cnqp =

Pr {

2Snqp,1

)2 .

nqp(1+q+p+qp)

[i=1

Snqp,1

nqp2

1+nqp2

T

log(1 + nqp2 )2 Ynqp

Q nqp Ynqp ] cnqp } = Pr [

{YT

nqp Qnqp Ynqp }

Snqp,1

Snqp,3

Snqp,1

cnqp ]

= Pr [

= Pr [

{YT

nqp Qnqp Ynqp }

Snqp,1

1

E(YT

nqp Qnqp Ynqp )

Snqp,1

var(YT

nqp Qnqp Ynqp )

Snqp,3

Snqp,1

cnqp

T

T

{(Ynqp

Q nqp Ynqp ) E(Ynqp

Q nqp Ynqp )}

Snqp,1

Snqp,2 Snqp,1

(

)2

2Snqp,1

S2

nqp,1

nqp

8Snqp,2

(Snqp,3 Snqp,1 )2

E(YT

nqp Qnqp Ynqp )

Snqp,1

Snqp,3 E(YT

nqp Qnqp Ynqp )

Snqp,1

cnqp ]

Since Snqp,3 Snqp,1 c1 Snqp,1 for some c1 > 0 and let cnqp c1 /2.

Then, there exists a positive constant C1 = c1 /2 such as

1

nqp(1+q+p+qp)

Snqp,1

[i=1

T

log(1 + nqp2 )2 Ynqp

Q nqp Ynqp ] > C1 , with probability tending to 1.

Then,

nqp

T

01 = nqp(1+q+p+qp)

2logB

log(1 + nqp2 )2 Ynqp

Q nqp Ynqp

in probability under H0 i.e.

i=1

nqp

01

logB

Lemma 3: Suppose we have the one- way repeated measurements model, then

1

,1

+ ]

[ ] [

+ ]

[ ] )

Proof:

2

Since[ ] [

+ ] [ ] [

+ ]

is the covariance matrix of

1

2

Thus, (

+ ]

[ ] [

2

1

]

)

1

2

150

+ ]

[ ] [

+ ]

[ ] ), also

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Vol.4, No.11, 2014

2 { ((

+ ]

2

(1+=+)

(

=1

2 )

+ ]

1

) ( ) (

= { ((

+ ]

+ 2 ) + =1 (

+ ]

1

=[

www.iiste.org

+ 2 ) + =1 (

+ ]

)2 )}2

+ 2 ) + =1 (

2

+ ()

))

1

2

}] .

Since

2

2

((2+2)+(2+2)+(2 +2 )+(2+2() ))

1

((2 )+(2 )+(2 )+(2() ))

(1+++)

(

=1

2 [

(1+++)

2

( +2 )

2

((2)+(2 )+(2)+(2() ))

Then,

2

2

2

2

2

+2 )+( +2 )+( +2 )+( +2 ))

((

()

= (1), and

+ 2 )

2

+ 2 ) + =1 ( + 2 ) + =1 ( + 2 ) + =1 ( + ()

))

((

+ ]

( +2 )

()3

2

(2 +2 )

()3

2

(2 )

= ().

= {()2 }.

Since = 1 from the distances between the elements of design matrix , then 2 .

1

Thus ,

1

,1

,1

+ ]

1

,1

1

,1

2

,1

[ ] [

[ ] [

+ ]

+ ] [ ]

[ ] ) =

1

[ ] )

+ ]

2

+

=(1+++) (

[ ] ) )

]

} [ ] [

+ ]

1

2

2 [

+

=(1+++) 1

+ ]

+ ]

2

,1

1

2

[ ] [

=(1+++) 2

2

()2 2

(1+2

)

(1+2 )

()2

Thus

1

,1

+ ]

1

2

[ ] [

+ ]

[ ] )

(1+2 )

()2

Theorem(1): Suppose that the true model is the one- way repeated measurements model with fixed effect

only (the model under 0 in 5), and let 0 denote the true distribution of the data, with probability density

function 0 ( yijk |, j , k , ()jk ) = {( j k ()jk )/ } , where () is the standard normal

density, then, the Bayes factor is consistent under the null hypothesis 0 i.e

lim 01 = in probability 0 .

Proof:

1

det(2 +0 +1 )

det(2 +0 )

log 01 = log

1

det(2 +0 +1 )

det(2 +0 + 1, )

= log

( (2 + 0 )1 (2 + 0 + 1 )1 )

2

1

2

log

det(2 +0 + 1, )

det(2 +0 )

151

(2 + 0 ) 1

2

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Vol.4, No.11, 2014

www.iiste.org

(2 + 0 + 1, )1 )

((2 + 0 + 1, )1 (2 + 0 +

2

1 )1 )

1

= log01 + log

2

det(2 +0 +1 )

det(2 +0 + 1, )

((2 + 0 + 1, )1 (2 + 0 +

2

1 )1 )

Since (2 + 0 + 1 ) (2 + 0 + 1, ) is a positive definite matrix,

(2 + 0 + 1 ) (2 + 0 + 1, ), thus

1

log

det(2 +0 +1 )

det(2 +0 + 1, )

(

((2 + 0 + 1, )1 (2 + 0 + 1 )1 ) ) = 2 ((2 +

0 + 1, )1 (2 + 0 + 1 )1 ) + () ((2 + 0 + 1, )1

(2 + 0 + 1 )1 )() ,

since (2 + 0 + 1, )1 (2 + 0 + 1 )1 , (2 + 0 + 1, )1

and (2 + 0 + 1 )1 are all nonnegative definite matrices, it follows that

0 () ((2 + 0 + 1, )1 (2 + (0 + 1 )1 )() ()

(2 + 0 + 1, )1 ().

By the property of design matrix (4), we get

=

= (1+++ , 0(1+++ ).

Now as the proof of lemma (3), we get:

() (2 + 0 + 1, )1 () =

1

()2

() [

+ ]

()

1

[, , , ()] (1+++ , 0(1+++ )

()2

+ 2 )

01

01

01

01

01

01

+ 2 )

0

01

[

01

+ 2 )

2

+ ()

)

0

(

+ 2 )(1+++) ]

= 2 [

+ 2 ]

+ =1 2 [

+ 2 ]

+ =1 2 [

+ 2 ]

+ =1()2 [

2

+ ()

]

= (1).

Since {

1

,1

1

((2

,1

+ 0 + 1, )1 (2 + 0 + 1 )1 ) > }

(( 2

1

2

1

(

+0 + 1, ) ( +0 +1 ) ) )

((2 +0 + 1, )1 (2 +0 +1 )1

,1

() (2 +0 + 1, )1 ()

1

,1

((2 + 0 + 1, )1 (2 + 0 + 1 )1 ) is nonnegative .

Therefore,

1

((2 + 0 + 1, )1 (2 + 0 + 1 )1 ) = (,1 )

2

1

((2 + 0 + 1, )1 (2 + 0 + 1 )1 )

2

,1

= (1)

Then, as in lemma (2) there exists a constant 1 such that

152

ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)

Vol.4, No.11, 2014

1

,1

log 01

,1

www.iiste.org

That is,

01 exp( ,1 { 1 + (1)})

in probability 0

Lemma(4):

Assuming that the true model is the mixed one-way repeated measurements model (the model under 1 in 5). Let

= (1 , , ) where are independent normal random variables with mean + j + i(j) + k +

Then, lim

= 1, in probability 1 .

Proof:

From the moment formula of the quadratic form of normal random variables, the expectation and variance of

quadratic form

are given by:

(

) = ( ) + ( ) ( )

(1+++)

= =1

(1+2 )

+ ( ) ( )

= ,1 + , and

(

) = 2 ( 2 ) + 4( ) 2 ( ).

Note

= ( ) ( )

= (, , , () , (1+++)

)

0

01

01

0

01

01

01

[

01

0

0

0

01

0

0

0

01

0

0

0

2

() 2

2

2

( + )2

0

01

(, , , () , (1+++)

) 1

(, , , ()

]

01

0

0

[01

01

()2 2

2

( +2 )2

01

, (1+++)

)

= (1+++)

(

)(1+++)

01

01

(, , , () , (1+++) )

0

0

0

()2 2

(2 +2 )2

) (1+++)

(1+++)

) (1+++) (1+++) = =1

()2 2 2

1+2

2

1+2

2

consider

>0,

2 =1

= ( ,1 ), then = (2 ).

Now we can

1+2

1

2

(1+++)

= =1

1+2

2 2 2

1+2

2

2 2

1+2

( )

( ) = (, , , () , (1+++)

)

153

()3

ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)

Vol.4, No.11, 2014

0

01

01

0

01

01

01

[

01

0

0

0

01

0

0

0

=

=

www.iiste.org

01

0

0

0

) (1+++)

( + )2

()2 2

(

((1+++) (2 +2 )2

1

(1+++)

=1

2

Since ( )

( )

() 2

2

(, , , () , (1+++) )

()4 4 2

(1+2 )2

3 4 2

()

2

=1

(1+2 )

)2 (1+++) (1+++)

.

2 4

()

2 =1

(1+2 )

= ( ,2 ) (as in case

of ( ) ( )).

Now for previous and we can find

(1+++)

2

( )

( ) = =1

()3 4 2

2

(1+2 )

2

(

2)

1+

(

) ( ,1 ).

By the Chebshev inequality[13] get

{|

Since lim

lim

(

)

(

)

2 2

(

)

|> }

,1

= lim (

= 1 , in probability

= (2 )

0, where > 0 .

)=1

Lemma(5):

Suppose we have the mixed one- way repeated measurements model, then

lim

log

det(2 +0 +1 )

det(2 +0 + 1, )

=0

Proof:

2

2

det(2 + 0 + 1 ) =1 (2 + 2 2 + =1 2 2 + =1 2 2 +

=1 () +

Since

2 2

= () =1 (

2

2

2 2

2 2 +

2 2

2 2

(

).

And we have

det(2 + 0 + 1, ) = () (

det(2 +0 +1 )

log

+ 2 )(

+ 2 ) (

+ 2 ) (

2

+ ()

) (

1).

det(2 +0 +1, )

1, )

{()log() + =1 log (

log (

)log (

+ 2 ) + log (

2

2

2

2 2

2 2 +

2 2

2 2

(

+ 2 ) + log (

+ 2 ) + log (

2

+ ()

) + (1 + + +

Then

1

log

det(2 +0 +1 )

det(2 +0 + 1, )

Theorem(2):

154

)} {log() +

ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)

Vol.4, No.11, 2014

www.iiste.org

Suppose that the true model is the mixed one- way repeated measurements model (the model under 1 in 5),

and let 1

denote the true distribution of the data, with probability density function

1 (yijk |j , i(j) , k , ()jk ) = {(yijk ( + j + i(j) + k + ()jk ))/ }, where () is the standard normal

density. Then the Bayes factor is consistent under the alternative hypothesis 1 i.e

lim 01 = 0 in probability 1 .

Proof:

1

det(2 +0 +1 )

det(2 +0 )

log 01 = log

((2 + 0 ) 1 (2 + 0 + 1 ) )

2

=

1

log

det(2 +0 +1 )

0 +

1

1, ) )

det(2 +0 + 1, )

log

det(2 +0 + 1, )

det(2 +0 )

((2

2

+ 0 +

((2 + 0 ) 1 (2 +

2

1

1, )

(2 + 0 + 1 ) )

1

1

1

= log01

((2 + 0 ) 1 (2 + 0 + 1, ) )

2

2

1

1

((2 + 0 + 1, ) (2 + 0 + 1 ) ) , where

log01 =

1

2

log

det(2 +0 + 1, )

det(2 +0 )

((2 + 0 ) 1 (2 + 0 + 1, ) ) .

2

det(2 +0 +1, )

2

2

2

2

2

2 )( + 2 ) ( + 2 ) ( + 2 ) ( + 2 )(1+++)

() ( +

()

2

2

2

2

2

2

2

2

1+++

(

+ )(

+ ) (

+ ) (

+() ) (2 )(1+++)

(1+++)

2

+ 2 )

(1+++)

(1+++) (

2 +2

(1+++)

2

2

det(2 +0 )

=(

=(1 +

2

2

log (1 +

(1+++)

2

2

= ()

(1+++)

= ().

1

log

det(2 +0 + 1, )

det(2 +0 )

= (1 )

0.

Then,

1

log01 =

log

det(1, )

det(2 +0 )

1

((2

+ 0 ) 1 (2 + 0 +

1, ) ) ).

1

Since (2 + 0 ) 1 (2 + 0 + 1, )

((2

1

(4), lim

+ 0 ) 1 (2 + 0 + 1, ) ) =

log01

log

1, ) ) )

1

1

.

from lemma

= 1 , then

= , then

1

log01

det(2 +0 + 1, )

det(2 +0 )

(0 1) =

, in probability

1

((2

+ 0 ) 1 (2 + 0 +

1

2

1 .

1

log

det(2 +0 +1 )

det(2 +0 + 1, )

0, and

((2 + 0 + 1, ) (2 +

2

(2

+ 0 + 1 )

155

ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)

Vol.4, No.11, 2014

www.iiste.org

Therefore, by combining the above results, there exist 2 > 0 such that

1

lim sup

Then , 01

log 01

0, in probability 1

4.Conclusions

1- The posterior distribution 1 ( | ) is the multivariate normal with

( | , 2 ) = 2 (2 + 2 )1 , where N=1+q+p+qp+nq and

2

1 1

( | , 2 ) = (1

= 2 (2 + 2 )1 2 , where

2 + ( ) )

= + j + i(j) + k + ()jk + eijk ,for, = 1,2, , , = 1, , = 1, , , and

2 = 0 + 1 =

[

211

01

01

01

01

01

0

0

01

0

0

2

()

]

212

2 ]

0

[ 0

2-The Bayes factor for testing problem 0 : yijk = + j + k + ()jk + eijk versus

1 : yijk = + j + i(j) + k + ()jk + eijk is given by:

01 =

2

2

2

2

2 )( + 2 ) ( + 2 ) ( + 2 )

() ( +

()

( +2 )

2

2

2

2

2 )( + 2 ) ( + 2 ) ( + 2 ) ( 2 )(1+++)

1+++ ( +

()

( [

+ ]

+ ]

exp{

22

) }.

3-The approximation of 01 with design matrix of the random effects () to the first terms as following

2

01 =

2 )( + 2 ) ( + 2 ) ( + 2 ) ( + 2 )(1+++)

() ( +

()

2

2

2

2

2 )( + 2 ) ( + 2 ) ( + 2 ) ( 2 )(1+++)

1+++ ( +

()

( [

+ ]

exp{

22

+ ]

) }.

1

,1

+ ]

[ ] [

+ ]

[ ] )

5-If the true model is the one-way repeated measurement model with fixed effects only then the Bayes factor is

consistent under the null hypothesis 0 . This implies that, lim 01 = in probability 0 .

6- If we have the mixed one- way repeated measurements model, then

lim

log

det(2 +0 +1 )

det(2 +0 + 1, )

= 0.

7- If the true model is the mixed one- way repeated measurements model, then the Bayes factor is consistent

5.References

[1] Aerts, M. , Claeskens, G. and Hart, J.D., (2004). Bayesian motivated tests of function fit and their

asymptotic frequentist properties, Ann. Statist. 32 (6), 2580-2615.

[2] Al-Mouel, A.H.S.,(2004) . Multivariate Repeated Measures Models and Comparison of Estimators, h. D.

Thesis, East China Normal University, China.

[3] Al-Mouel , A.H.S., and Wang, J.L,(2004). One Way Multivariate Repeated Measurements

analysis of

Variance Model, Applied Mathematics a Journal of Chinese Universities, 19,4,pp435448.

156

ISSN 2224-5804 (Paper) ISSN 2225-0522 (Online)

Vol.4, No.11, 2014

www.iiste.org

[4] Arnold, Steven F., (1981). The theory of linear models and multivariate analysis. John Wiley and

Sons, New York. Chichester. Brisbane. Toronto .

[5] Berger, J. O., (1985). Statistical Decision Theory and Bayesian Analysis. Springer, New York.

[6] Choi, T., Lee, J. and Roy, A., (2008). A note on the Bayes factor in a semiparametric regression

model, Journal of Multivariate Analysis. 1316-1327.

[7] Dass, S.C. and Lee, J., (2004). A note on the consistency of Bayes factors for testing point null

versus

non-parametric alternatives, J. Statist. plan. Inference 119 (1) 143-152.

[8] Ghosh, J.K. , Delampady, M. and Samanta, T., (2006). Introduction to Bayesian Analysis: Theory and

Methods, Springer, New York.

[9] Gosal, G., Lember, J. and Van der Vaart, A., (2008). Nonparametric Bayesian model selection and

averaging, Electron. J. Stat. 2 63-89.

[10] Graybill, F.A., (1976). Theory and Application of the linear Model, Duxbury press, North Scituate, Mass,

xiv+704.

[11] Mohaisen, A. J. and Abdulhussain , A. M., (2013). Large Sample Property of The Bayes Factor in a Spline

Semiparametric Regression Model , Mathematical Theory and Modeling www.iiste.org ISSN

(Paper)2224-5804 ISSN (Online)2225-0522 Vol 3, No. 11, 2013.

[12] Neter, J. and Wasserman, W. , (1974). Applied linear statistical models, regression analysis of

variance

and experimental designs, Richard. D. IRWIN, INC .

[13] Papoulis,A.,(1997). Markoff Sequences in Probability, Random Variables, and Stochastic

Processes,

2nd ed. New York . McGraw-Hill, PP. 528-535, 1984.

[14] Tong, Y.L., (1989). The Multivariate Normal Distribution, Springer series in statistics, Springer.

[15] Verdinelli, I. and Wasserman, L., (1998). Bayesian goodness of-fit testing using infinitedimensional

exponential families, Ann. Stat.26 (4) 1215-1241.

[16] Vinish, R. Mc , Rousseau, J. and Mengerson, K., (2008). Bayesian goodness of-fit testing with

mixtures of triangular distributions, Scand. J, statist. in press (doi:10.1111/j.14679469.2008.00620.x).

[17] Vonesh, E.F. and Chinchilli, V.M., (1997). Linear and Nonlinear Models for the Analysis of

Repeated

Measurements, Marcel Dakker, Inc., New York.

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