A generalization of the logistic linear model

被引:0
|
作者
Hsu, JSJ [1 ]
机构
[1] Univ Calif Santa Barbara, Dept Stat & Appl Probabil, Santa Barbara, CA 93106 USA
关键词
Gibbs sampling; Laplacian approximation; Metropolis-Hastings algorithm; beta-binomial model; discrete exponential family model; logistic regression;
D O I
10.1080/00949650213705
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Consider the logistic linear model, with some explanatory variables overlooked. Those explanatory variables may be quantitative or qualitative. In either case, the resulting true response variable is not a binomial or a beta-binomial but a sum of binomials. Hence, standard computer packages for logistic regression can be inappropriate even if an overdispersion factor is incorporated. Therefore, a discrete exponential family assumption is considered to broaden the class of sampling models. Likelihood and Bayesian analyses are discussed. Bayesian computation techniques such as Laplacian approximations and Markov chain simulations are used to compute posterior densities and moments. Approximate conditional distributions are derived and are shown to be accurate. The Markov chain simulations are performed effectively to calculate posterior moments by using the approximate conditional distributions. The methodology is applied to Keeler's hardness of winter wheat data for checking binomial assumptions and to Matsumura's Accounting exams data for detailed likelihood and Bayesian analyses.
引用
收藏
页码:549 / 564
页数:16
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