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Gelman A., Carlin J.B., Stern H.S. — Bayesian data analysis
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Название: Bayesian data analysisАвторы: Gelman A., Carlin J.B., Stern H.S.Аннотация: Incorporating new and updated information, this second edition of THE bestselling text in Bayesian data analysis continues to emphasize practice over theory, describing how to conceptualize, perform, and critiques statistical analysis from a Bayesian perspective. Changes in the new edition include: added material on how Bayesian methods are connected to other approaches, stronger focus on MCMC, added chapter on further computation topics, more examples, and additional chapters on current models for Bayesian data analysis such as equation models, generalized linear mixed models, and more. The book is an introductory text and a reference for working scientists throughout their professional life.
Язык: Рубрика: Математика /Статус предметного указателя: Готов указатель с номерами страниц ed2k: ed2k stats Издание: 2nd editionГод издания: 2004Количество страниц: 668Добавлена в каталог: 11.02.2006Операции: Положить на полку |
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96 145—147 488—491 318 161 574 580 175 297 5 8 161 'Biased-coin' design 244 Aarons, L. 515 Adding parameters to a model 177—178 Adequate summary 222 240 Adolescent smoking survey 172—174 AECM algorithm 322 331 Agresti, A. 113 440 Airline fatalities 70 99 Aitchison, J. 66 Aitkin, M. 411 Akaike, H. 191 Albert, J. 439 440 Alcoholics Anonymous survey 216—218 Aliasing 109 All-at-once Gibbs sampler for hierarchical regression 402 Alt man, D. 255 Alternating conditional sampling see "Gibbs sampler" Analysis of variance (Anova) 133 221 406—412 414 Analysis of variance (ANOVA), finite-population and superpopulation models 408—409 Analysis of variance (ANOVA), fixed and random effects 408—409 Analysis of variance (ANOVA), internet example 410 Analysis of variance (ANOVA), notation 406 Analysis of variance (ANOVA), pre-election polling example 429 Anderson, D. 191 457 Anderson, T. 539 Andrieu, C. 309 Angrist, J. 238 Anscombe, F. 237 Ansolabehere, S. 385 Approximate inference 276 Approximations based on posterior modes 311 Asymptotic theorems 106—108 208—209 219—220 241 Asymptotic theorems, counterexamples 108—111 Asymptotic theorems, proofs 585—589 Atkinson, A. 192 Australia, adolescent smoking survey in 172—174 190 214—216 Auxiliary variables for computation 335—339 348 Bafumi, J. 440 Barbieri, M. 190 Barnard, G. 66 237 Barnard, J. 238 493 Barry, S. 242 Baum, L. 331 Bayarri, M. 255 Bayes factor 184—186 191—192 Bayes' rule 7 22 Bayes' rule, discrete examples 10 554 Bayes, T. 34 66 Bayesian data analysis, three steps of 3 259 Beal, A. 515 Beaver, R. 440 Becker, R. 29 608 Bedrick, E. 439 Behrens — Fisher problem 96 Belin, T. 29 440 480 539 Bellamy, P. 238 Bennett, C. 238 Berger, J. 28 66 113 190 237 255 411 457 493 568 Berkhof, J. 190 Berliner, L. 457 494 Bernardinelli, L. 66 Bernardo, J. 28 66 150 190 Bernoulli distribution 583 Bernoulli trials 33 163 Berry, D. 27 515 569 Berzuini, C. 113 309 Besag, J. 309 348 349 494 Best, N. 29 113 151 191 194 309 608 Beta distribution 34 40 70 576 581 Beta-binomial distribution 576 583 Beta-binomial distribution as overdispersed alternative to binomial 447 Beta-blockers, example of meta-analysis 145—150 Betting and probability 13—17 Bias 248 256 Bias, difficulties with the notion 248 Bias, prediction vs. estimation 249 411 Bibby, J. 95 Bickel, R. 256 Bicycle traffic 98 155 Binned residual plots 170—171 Binomial distribution 576 583 Binomial model 33 43 97 Binomial model, posterior predictive check 163—164 Bioassay experiment 88—93 95 99 Bioassay experiment, normal approximation 104 Births 43—46 Black well, D. 256 Blanchard, S. 191 Blockwise Gibbs sampler for hierarchical regression 401 Bloom, H. 238 Bock, R. 151 Bois, F. 272 514 Bootstrap 251 Boscardin, W. 30 385 395 412 569 Boshuizen, H. 539 Bosker, R. 411 Box — Cox transformation 195—196 265—269 Box, G. 28 29 66 94 151 190 191 195 238 309 385 457 480 493 494 Bradley, R. 440 Bradlow, E. 440 Brant, R. 385 Braun, H. 494 Breslow, N. 28 150 Bretthorst, G. 66 494 Brewer, K. 272 Bridge sampling 344 348 Brillinger, D. 494 Brooks, S. 242 309 348 Broste, S. 238 Brown, C. 190 Browner, W. 255 Bryk, A. 411 Bugs see "Software" Burge, H. 514 Burn-in for MCMC sequences 295 Burnham, K. 191 Bush, R. 190 Business school grades, hierarchical multivariate regression 486—488 Calibration of probability estimates 17—21 Califf, R. 238 Calvin, J. 192 Cancer maps 55 Capture-recapture sampling 242 Carlin, B. 27 28 191 194 238 308 309 412 494 Carlin, J. 151 190 238 494 Carriquiry, A. 28 Carroll, R. 514 Carter, C. 494 Casella, G. 308 Catchpole, E. 242 Cauchy model 69 446 Causal inference 4 218 229—231 Causal inference, instrumental variables 230—231 Causal inference, observational studies 226 Causal inference, observational studies, incumbency example 359—367 Causal inference, principal stratification 229 230 Causal inference, randomized experiments 218 240 Causal inference, using regression models 368 Censored data 72 231—236 Census, recoding 261—263 Census, record linkage 17—21 Chaganty, N. 31 Chaloner, K. 385 Chambers, J. 29 608 Chan, V. 568 Chang, H. 190 Chen, M. 308 Chernoff, H. 589 Chess competition, example of paired comparisons 431 Chew, G. 514 Chib, S. 191 308 439 440 Chipman, H. 191 494 515 Cholesky factor (matrix square root) 357 578 Christensen, R. 439 Classical methods, confidence intervals 112 249 Classical methods, frequency evaluations 111 Classical methods, hypothesis testing 162 175 250 Classical methods, maximum likelihood 247 Classical methods, multiple comparisons 250 Classical methods, nonparametric inference 251 Classical methods, normal-theory inference 101 Classical methods, point estimation 103 111 Classical methods, standard errors 103 Classical methods, unbiased estimates 248 Classical methods, Wilcoxon rank test 252 Clayton, D. 66 150 309 Clemen, R. 568 Cleveland, W. 29 192 Clogg, C. 113 539 cluster sampling 214—216 241 Clyde, M. 412 Coarse data 238 Cochran, W. 387 Cockroach allergen data 498 Coefficient of variation (cv) 7 Coherence 13 coin tossing 12 29 Cole, N. 411 Collinearity 369 Collins, R. 151 Colochos xxv Complementary log-log link 418 Complete data 199 Complete-data likelihood 201 Completely randomized experiments 218 Computation see "Posterior simulation" Computational tips 278—282 607—608 Computer programs see "Software" Conditional maximization see "Posterior modes" Conditional posterior means and variances 142 confidence intervals 4 112 249 Congdon, R. 27 608 Conjugacy see "Prior distribution" Connors, A. 238 Consistency 107 111 Contingency tables 433—437 Contingency tables with missing data 533—534 Continuous models for discrete data 529 Contour plots 91 129 130 Contour plots and normal approximation 103 control variable 353 Convergence of iterative simulation 294—298 Corbet, A. 332 Coull, B. 113 Covariance matrices 22 85 Covariance matrices for longitudinal data 485 Covariance matrices, modeling standard deviations and correlations separately 483—485 Covariates see "Regression models explanatory Cow feed experiment 223 386 Cowles, M. 309 Cox, D. 29 195 255 Cox, G. 385 Creason, J. 66 151 Cressie, N. 494 Cross-validation 190 194 253 Crude estimation 91 276 Crude estimation for hierarchical models 401 Crude estimation, bioassay example 91 Crude estimation, educational testing example 132 Crude estimation, rat tumor example 119 Crude estimation, schizophrenia example 467 471 Crude estimation, Slovenia survey 535 CV, coefficient of variation 7 Dahiya, R. 31 Dalai, S. 29 Daniels, M. 493 494 Data augmentation 303 Data collection 197—245 Data collection, censored and truncated data 231—236 Data collection, experiments 218—226 Data collection, formal models 200—203 Data collection, ignorability 203—207 Data collection, observational studies 226—231 Data collection, randomization 223—226 Data collection, sample surveys 207—218 Data reduction 104 264 Davey Smith, G. 255 David, H. 440 David, M. 237 539 Davidian, M. 514 Davidson, R. 440 Dawid, A. 29 66 237 Dawson, N. 238 De Finetti's theorem 122 152 de Finetti, B. 28 150 DeBoeck, R. 190 Debugging 279—281 Debugging in Bugs and R 607—608 Debugging, comparing inferences from several models 510 Debugging, EM algorithm 319 Decision analysis 541—570 Decision analysis and Bayesian inference 542—544 Decision analysis, medical screening example 552—555 Decision analysis, personal and institutional perspectives 567—568 Decision analysis, radon example 555—567 Decision analysis, survey incentives example 544—552 Decision analysis, utility 543 553 557 567 Decision theory 13 28 255 Decision trees 543 553 562 Deely, J. 151 DeGroot, M. 568 589 Dehejia, R. 238 568 DeLeeuw, J. 411 Dellaportas, P. 439 Delta method 114 Deming, W. 440 Dempster, A. 151 190 191 331 439 457 479 494 Denison, D. 515 Derivatives, computation of 313 Desbiens, N. 238 Design of surveys, experiments, and observational studies 197—245 Designs that 'cheat' 225 DeSimone, H. 412 Deviance 175 180—184 191 Deviance information criterion (DIC) 182—184 191 Deviance information criterion (DIC), educational testing example 183 Dey, D. 190 Dickey, J. 237 Diffendal, G. 440 539 Differences between data and population 209 227 229 428 541 Differential equation model in toxicology 504—514 Dillman, D. 539 Dilution assay, example of a nonlinear model 498—504 514 DiMatteo, I. 515 Dirichlet distribution 83 576 582 Discrepancy measure 162 Discrete data, adapting continuous models 529 Discrete data, latent-data formulation 419 Discrete data, logistic regression 417 Discrete data, multinomial models 430—433 Discrete data, Poisson regression 417 Discrete data, probit regression 417 Discrete probability updating 10 554
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