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Ghosh Sujit K., Mallick Bani K., Dey Dipak K. — Generalized Linear Models: A Bayesian Perspective
Ghosh Sujit K., Mallick Bani K., Dey Dipak K. — Generalized Linear Models: A Bayesian Perspective



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Íàçâàíèå: Generalized Linear Models: A Bayesian Perspective

Àâòîðû: Ghosh Sujit K., Mallick Bani K., Dey Dipak K.

Àííîòàöèÿ:

Describes how to conceptualize, perform, and critique traditional generalized linear models (GLMs) from a Bayesian perspective and how to use modern computational methods to summarize inferences using simulation, covering random effects in generalized linear mixed models (GLMMs) with explained examples. Considers parametric and semiparametric approaches to overdispersed GLMs, applies Bayesian GLMs to US mortality data, and presents methods of analyzing correlated binary data using latent variables. Describes and analyzes item response modeling for categorical data, and provides variable selection methods using the Gibbs sampler for Cox models. Dey is professor and head of the department of statistics at the University of Connecticut-Storrs


ßçûê: en

Ðóáðèêà: Ìàòåìàòèêà/Âåðîÿòíîñòü/Ñòàòèñòèêà è ïðèëîæåíèÿ/

Ñòàòóñ ïðåäìåòíîãî óêàçàòåëÿ: Ãîòîâ óêàçàòåëü ñ íîìåðàìè ñòðàíèö

ed2k: ed2k stats

Ãîä èçäàíèÿ: 2000

Êîëè÷åñòâî ñòðàíèö: 442

Äîáàâëåíà â êàòàëîã: 28.05.2005

Îïåðàöèè: Ïîëîæèòü íà ïîëêó | Ñêîïèðîâàòü ññûëêó äëÿ ôîðóìà | Ñêîïèðîâàòü ID
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Ïðåäìåòíûé óêàçàòåëü
Ability parameters, conditional distribution, item response modeling      184
Absolute residuals, male flour beetle data set      268t
Acute myocardial infarction practice, guidelinespost      see “Post acute myocardial infarction practice guidelines”
Additive Log Ratio (ALR), Aitchison’s transformation      359—361
Additive Log Ratio (ALR), function      349—350
Adjusted density method (ADM), small area inference      95—96
AIDS clinical trials, variable selection, predictive approach      288
Aitchison’s Additive Log Ratio (ALR) transformation      359—361
Akaike Information Criteria (AIC)      16
Albert’s model      7
Alcohol consumption, errors-in-variables      340
Analysis of regression models, censored survival data      287
Analysis of survival data mixture-model approach      255—268
Analysis of survival data mixture-model approach, Gibbs sampler      259—260
Analysis of survival data mixture-model approach, MCEM      256—259
Analysis of survival data mixture-model approach, mixture-model approach example      261—268
Analysis of survival data mixture-model approach, mixture-model approach example, EM algorithm      262—263
Analysis of survival data mixture-model approach, mixture-model approach example, Gibbs samplers      263—265
Analysis of survival data mixture-model approach, mixture-model approach example, numerical results      265—268
Analysis of survival data mixture-model approach, model selection      260—261
Analysis of survival models, MCMC      287
Asymmetric links, generation      239
Asymptotic theory, MLE      5
Autocorrelated random effects      30
Autoregressive (AR) model of Ord      27
Baseline hazard rate, model      289
Baseline hazard rate, model, cumulative      289—290
Baseline hazard rate, prior distribution, Cox variable selection      289—292
Basic marginal likelihood identity      124
Basis functions, classification trees      366—367
Basis functions, classification trees, example      366f
Bayesian analysis, classification trees      368—369
Bayesian analysis, compositional data      349—362
Bayesian analysis, compositional data, parametric approach      351—352
Bayesian analysis, compositional data, posterior distributions and estimation      355—359
Bayesian analysis, compositional data, results      359—361 360t—361t
Bayesian analysis, compositional data, semiparametric approach      354—355
Bayesian analysis, compositional data, simulation based model, determination      352—354
Bayesian analysis, correlated ordinal data models      133—155
Bayesian analysis, GLM      273—284
Bayesian analysis, informative prior elicitation      44—46
Bayesian analysis, likelihood analysis      6
Bayesian analysis, logit regression model      243
Bayesian analysis, model choice      15—16
Bayesian computations      36—37
Bayesian deviance      16
Bayesian fitting, one-parameter model, item response modeling      185
Bayesian generalized linear models, post AMI practice guideline development      209—210
Bayesian generalized linear models, small area inference      89—105
Bayesian generalized linear models, small area inference, challenges and future directions      102—104
Bayesian generalized linear models, small area inference, computational issues      96—100
Bayesian generalized linear models, small area inference, Poisson regression models      94—96
Bayesian generalized linear models, small area inference, U.S. mortality data      100—102
Bayesian graphical models, computation      388—389
Bayesian graphical models, conditional independence structures      387—389
Bayesian graphical models, constructing software      389
Bayesian graphical models, marginal posterior distribution      388
Bayesian graphical models, Markov chain Monte Carlo, (MCMC) methods      388—389
Bayesian graphical models, WinBUGS      389
Bayesian hierarchical logistic regression, coronary angiography appropriateness      202—203
Bayesian hierarchical logistic regression, post AMI practice guideline development      209—210
Bayesian inferences, hierarchical GLMMs      36—37
Bayesian inferences, Markov Chain Monte Carlo, (MCMC)-based approaches      62—65
Bayesian MARS (BMARS)      222—223
Bayesian MARS (BMARS), generalized linear models      221—228
Bayesian MARS (BMARS), generalized linear models, motivating example      224—225
Bayesian MARS (BMARS), generalized linear models, Pima Indian example      225—228
Bayesian method, correlated binary data      113—129
Bayesian method, time series count data      159—171
Bayesian model      5—8
Bayesian model, adequacy criterion      14—15
Bayesian model, based method, post AMI practice guideline development      198—199
Bayesian model, diagnostics, correlated binary data      313—326
Bayesian model, multivariate exponential power distribution family links (MVEP)      137
Bayesian model, ordinal probit, post AMI practice guideline development      209—210
Bayesian model, partition, classification trees      371
Bayesian procedure, Markov Chain Monte Carlo (MCMC) implementation      12
Bayesian residual posterior distribution, box plots      250 250f
Bayesian residuals, item response modeling      186—187
Bayesian two-stage prior distribution, small area inference      96—97
Bayesian variable selection      48—50
Bayesian variable selection, Cox model      287—309
Bayesian variable selection, Gibbs sampler      273—284
Bayesian view, generalized linear models (GLMS)      3—17
BAYESTAT      121 122—123
BAYESTAT, correlated binary data      127
Bayes’ approach, linear      60—61
Bayes’ Theorem      59
Berkson measurement error model      332 341
Bernoulli distribution      390
Bernoulli random variables, small area inference      91—92
Beta processes      10
Binary regression, data adaptive Bayesian analysis      244—248
Binary regression, data adaptive Bayesian analysis, exponential power distribution      246—248
Binary regression, data adaptive Bayesian analysis, normal distribution      245
Binary regression, data adaptive robust link functions      243—251
Binary regression, data adaptive robust link functions, binary regression model      244—248
Binary regression, data adaptive robust link functions, numerical illustration      248—250
Binary regression, data adaptive robust link functions, outliers detection      248
Binary regression, nonparametric approach      219
Binary regression, parametric family of link functions      232
Binary response hierarchical model, correlated binary data      122
Binary response regression, application      237—239
Binary response regression, Dirichlet process prior      234—236
Binary response regression, finite mixture model      233—234
Binary response regression, general mixtures      234—236
Binary response regression, link function g modeling      218—219
Binary response regression, model diagnostic      236—237
Binary response regression, normal scale mixture links      231—240
Binomial distribution      5 25 390
Binomial logit hierarchical model      8
Binomial logit hierarchical model, small area inference      97
Birth step, classification trees      368
Box-Cox transformation      350—351 359—361
Boxplots, Bayesian residual posterior distribution      250 251f
Boxplots, kyphosis dataset      226f
Boxplots, posterior, multivariate probit (MVP)      119f
Boxplots, posterior, Probit hierarchical model      123f
Boxplots, posterior, probit normal model      121f
Breast cancer, classification trees      369—371 370f 371t
Brooks’s method      8
Brooks’s method, small area inference      97
Bugs      16 (see also “WinBUGS”)
BUGS, codes      282—284)
BUGS, codes, log-linear models for $2^3$ contingency table      282—283
BUGS, codes, logistic models with 2 binary explanatory factors      283—284
BUGS, small area inference      94
BUGS, small area inference, Markov Chain Monte Carlo (MCMC)      96
Can Evaluate method, graphical model      403
Cancer clinical trials, variable selection, predictive approach      288
Canonical link function      224
Canonical link function, small area inference      98
Canonical parameters      5 12 13
Cargo data analysis, OGLMs      80
Carlin and Chib’s algorithm, conditional distribution sampling      122 129
Carlin and Chib’s method      275
Carlin and Chib’s method, contingency table      278—281
Carlin and Chib’s method, example      278—281
Carlin and Chib’s method, Gibbs sampler variable selection strategies      275
Carlin and Chib’s method, log-linear model example      280 280t
Carlin and Chib’s method, logistic regression model, example      280—281 281t
Carlin and Chib’s method, Stochastic Search Variable Selection (SSVS)      276
Carlin and Chib’s method, unconditional priors      277
Carstairs’ index      333
Categorical data, GLM      365
Censored survival data analysis of regression models      287
Check method, graphical model      403
Chen and Shao method, Monte Carlos posterior estimates      301
Chi-squared discrepancy measure      102
Chib and Carlin’s algorithm, conditional distribution sampling      122 129
Chib and Carlin’s method, Gibbs sampler variable selection strategies      275
Chib’s method, marginal likelihood      127
Classical approach, classification trees      367
Classical estimation procedures GLMs      5
Classical logistic regression model vs. logistic regression estimate      224—225 225f
Classical MARS, semiparametric generalized linear models      221—222
Classical measurement error, WinBUGS      398—399
Classification and regression trees (CART)      221
Classification trees      365—371
Classification trees, basis functions      366—367
Classification trees, basis functions, example      366f
Classification trees, Bayesian approach      368—369
Classification trees, Bayesian partition model      371
Classification trees, birth step      368
Classification trees, breast cancer      369—371 370f 371t
Classification trees, classical approach      367
Classification trees, death step      368
Classification trees, example      369—371
Classification trees, Poison prior      368
Clinical indications, development      197
Closed forms, small area inference      97
Clustered binary outcome models      123
Common logit      236
Compatible vs. functionally compatible      29
Complementary log-log link      390
Complete hierarchical centering reparameterization technique      48 51
Compositional data, Bayesian analysis      349—362
Compositional data, Bayesian analysis, parametric approach      351—352
Compositional data, Bayesian analysis, posterior distributions and estimation      355—359
Compositional data, Bayesian analysis, results      359—361 360t—361t
Compositional data, Bayesian analysis, semiparametric approach      354—355
Compositional data, Bayesian analysis, simulation based model determination      352—354
Conditional autoregressive (CAR) model, Besag      28
Conditional autoregressive (CAR) model, sample paths      32f
Conditional distribution sampling, Chib and Carlin algorithm      122 129
Conditional distribution, ability parameters, item response modeling      184
Conditional distribution, item parameters, item response modeling      185
Conditional distribution, latent variables, item response modeling      184
Conditional independence structures, Bayesian graphical models      387—389
Conditional latency distributions      255
Conditional marginal density estimation (CDME), time series count data      167
Conditional models, correlated binary data diagnostics      314—315
Conditional models, correlated binary data diagnostics, posterior computations, correlated binary data diagnostics      318
Conditional posterior distributions, small area inference      97 99
Conditional predictive ordinate, OGLMs      81
Consensus panel      196
Contingency table, Gibbs sampler variable selection      278—281
Convergence, WinBUGS      401
Convex credible regions      359—360
Coronary angiography, post AMI practice guideline development      198—199 205—208 206f—207f
Coronary angiography, post AMI practice guideline development, likelihood      209f
Correlated binary data diagnostics      313—326
Correlated binary data diagnostics, model adequacy for data      320—324
Correlated binary data diagnostics, model adequacy for data, posterior predictive comparison      322—323
Correlated binary data diagnostics, model adequacy for data, simulation based model checking      323—324
Correlated binary data diagnostics, models      314—316
Correlated binary data diagnostics, models, conditional      314—315
Correlated binary data diagnostics, models, MVP      315
Correlated binary data diagnostics, models, MVT      315—316
Correlated binary data diagnostics, models, stratified and mixture      314
Correlated binary data diagnostics, posterior computations      317—320
Correlated binary data diagnostics, posterior computations, conditional models      318
Correlated binary data diagnostics, posterior computations, MVP      318—320
Correlated binary data diagnostics, posterior computations, MVT      320
Correlated binary data diagnostics, posterior computations, stratified and mixture models      317
Correlated binary data diagnostics, prior distributions      316—317
Correlated binary data diagnostics, voter behavior data      324—325
Correlated binary data, Bayesian method      113—129
Correlated binary data, Bayesian method, longitudinal binary data      119—123
Correlated binary data, Bayesian method, multivariate probit model      114—119
Correlated ordinal data models, Bayesian analysis      133—155
Correlated ordinal data models, Bayesian analysis, item response data example      148—155
Correlated ordinal data models, Bayesian analysis, model comparisons      143—146
Correlated ordinal data models, Bayesian analysis, model determination      142—148
Correlated ordinal data models, Bayesian analysis, model diagnostics      146—148
Correlated ordinal data models, Bayesian analysis, models      135—137
Correlated ordinal data models, Bayesian analysis, posterior computations      138—142
Correlated ordinal data models, Bayesian analysis, prior distributions      138
Correlated random effects      26—29
Correlated random effects, GLMMs      392—393
Correlation matrix, direct specification      26—27
Count data, time series, Bayesian methods      159—171
Covariance structure, model adequacy      15
Covariate effects, multivariate probit (MVP)      118t
Covariate measurement error, WinBUGS      397—400
Cox variable selection      287—309
Cox variable selection, computational implementation      299—305
Cox variable selection, computational implementation, data marginal distribution      299—301
Cox variable selection, computational implementation, posterior distribution sampling      302—305
Cox variable selection, method      289—299
Cox variable selection, method, baseline hazard rate prior distribution      289—292
Cox variable selection, method, likelihood function      292—293
Cox variable selection, method, model and notation      289
Cox variable selection, method, model space prior distribution      297—299
Cox variable selection, method, regression coefficient prior distribution      293—297
Cox variable selection, simulation study      305—308
Cox’s partial likelihood, proportional hazards regression models      287
Cross-validation approach, OGLMs      80
Cumulative baseline hazard rate model      289—290
Curves and surfaces models      220—221
Data adaptive Bayesian analysis, binary regression model      244—248
Data adaptive robust link functions, binary regression      243—251
Data marginal distribution, Cox variable selection      299—301
Death step, classification trees      368
Dependence structures, correlated binary data      116
Dependent variable logit, small area inference      92
Deprivation score, histogram      336f
Deprivation score, spatial variation      335f
Deterministic component      389
Deterministic error model, systemic part h modeling      220
Deviance information criteria (DIG)      16 402
Diabetes, predicted probability      227f
Difficulty parameters, item response modeling      176
Difficulty parameters, posterior scatterplot      188f
Directed acyclic graph (DAG), GLM      387 388f
Directed acyclic graph (DAG), GLM, extensions      393f
Dirichlet Process (DP)      10 11
Dirichlet Process (DP), model determination      83—84
Dirichlet Process (DP), OGLMs      81
Dirichlet Process mixed generalized linear models (DPMGLMs)      14
Dirichlet Process mixed generalized linear models (DPMGLMs), OGLMs      81—84
Dirichlet Process mixed overdispersed generalized linear models (DPMOGLMs), OGLMs      81—84
Dirichlet process prior      219
Dirichlet process prior, binary response regression      234—236
Dirichlet process prior, compositional data      349—360
Dirichlet process prior, errors-in-variables      341
Discrimination parameters, item response modeling      176 180
Disease mapping      90
Disease mapping, small area inference      94
Dispersion parameter, OGLMs      77
distribution      274
Distribution, system errors      60
Distributional assumptions, GLMs      4
Disturbances, set of      58
DoodleBUGS, GLM      389—390
Double-exponential families      12
Double-exponential families, OGLMs      76
Drop-outs, longitudinal binary data      127
Dynamic generalized linear models (DGLMs)      57—70
Dynamic generalized linear models (DGLMs), applications      65—70
Dynamic generalized linear models (DGLMs), definition      59—60
Dynamic linear models (DLM)      58—59
Efron’s model      13
EM algorithm      256
EM algorithm, mixture-model approach example      262—263
Empirical Bayes (EB) approaches      90
Empirical Bayes (EB) approaches, Bayesian approaches      339—341
Empirical Bayes (EB) approaches, Bayesian approaches, framework      339—340
Empirical Bayes (EB) approaches, Bayesian approaches, implementation      340
Empirical Bayes (EB) approaches, Bayesian approaches, previous work      340—341
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