Canadian Journal of Statistics

Effect of vitamin A deficiency on respiratory infection: Causal inference for a discretely observed continuous time non‐stationary Markov process

Journal Article


In this paper, we analyze the effect of vitamin A deficiency on respiratory infection using a longitudinal data set from a study of young Indonesian children. For this study, it is reasonable to assume that everything happens in continuous time but is only observed at discrete times, and that the treatment level is only coarsely observed. We model the data as discrete time observations from a continuous time Markov model. We have designed an MCMC algorithm with data augmentation to estimate the model. A simulation study shows that the estimation algorithm works well. From the model, we find that vitamin A deficiency has a strong effect on respiratory infection. The Canadian Journal of Statistics 40: 646–662; 2012 © 2012 Statistical Society of Canada

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