Bayesian Quantile Regression for Misclassified Binary Data

Joon Jin Song Speaker
Baylor University
 
Arshad Rahman Co-Author
Indian Institute of Technology Kanpur
 
Yoo-Mi Chin Co-Author
Baylor University
 
James Stamey Co-Author
Baylor University
 
Thursday, Aug 6: 8:50 AM - 9:05 AM
2031 
Contributed Papers 
Thomas M. Menino Convention & Exhibition Center 
Quantile regression provides a flexible framework for characterizing covariate effects across the entire conditional distribution of outcomes, rather than focusing solely on the mean. In studies with binary outcomes, the observed response is often subject to misclassification, which can introduce substantial bias. To address this challenge, we propose a Bayesian quantile regression framework that explicitly accounts for misclassification in binary outcomes by introducing a latent true outcome and incorporating sensitivity and specificity parameters. Extensive simulation studies are conducted under varying degrees of misclassification, prior specifications, and effective sample sizes. The proposed approach is illustrated through an application examining the effect of female employment status on the likelihood of domestic violence.

Keywords

Quantile regression

Misclassification

Markov chain Monte Carlo

Bayesian methods 

Main Sponsor

Section on Bayesian Statistical Science