Bayesian Diagnostics of Hidden Markov Structural Equation Models with Missing Data

Multivariate Behavioral Research
Jing-Heng CaiXinyuan Song


Cocaine is a type of drug that functions to increase the availability of the neurotransmitter dopamine in the brain. However, cocaine dependence or abuse is highly related to an increased risk of psychiatric disorders and deficits in cognitive performance, attention, and decision-making abilities. Given the chronic and persistent features of drug addiction, the progression of abstaining from cocaine often evolves across several states, such as addiction to, moderate dependence on, and swearing off cocaine. Hidden Markov models (HMMs) are well suited to the characterization of longitudinal data in terms of a set of unobservable states, and have increasingly been used to uncover the dynamic heterogeneity in progressive diseases or activities. However, the existence of outliers or influential points may misidentify the hidden states and distort the associated inference. In this study, we develop a Bayesian local influence procedure for HMMs with latent variables in the presence of missing data. The proposed model enables us to investigate the dynamic heterogeneity of multivariate longitudinal data, reveal how the interrelationships among latent variables change from one state to another, and simultaneously conduct statistical diag...Continue Reading


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