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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
Empirical Bayes (EB) approaches, case-control study with deprivation      333—337 341—342 343f—344f
Empirical Bayes (EB) approaches, classic approaches      337—339
Empirical Bayes (EB) approaches, classic approaches, extensions and procedures      339
Empirical Bayes (EB) approaches, classic approaches, formulation      337—339
Empirical Bayes (EB) approaches, logistic regression estimate      91—93
Empirical Bayes (EB) approaches, small area inference      94
Equicorrelated multivariate probit (MVP), prior-posterior summary      126t
Ergodic means, Gibbs sampler for a      249 249f
Errors-in-variables modeling      331—344
Escobar’s Gibbs sampling algorithm      235
Estimates of appropriateness, model-based      211
Estimates of appropriateness, standard categorical      211
Evolution equation      59
Exchangeable random effects, GLMMs      392
Expected predictive deviance      402
Exponential dispersion models (EDM)      12—14
Exponential dispersion models (EDM), OGLMs      77
Exponential family      12—14
Exponential power distribution, binary regression model, data adaptive Bayesian analysis      246—248
Exponential power model      250t
Extended Gamma processes      10
Extended Gamma processes, prior      290
Extended Gamma processes, prior, posterior samples      302
Finite mixture model, binary response regression      233—234
Finite mixture model, University of Arkansas student retention      238
Finite mixture model, University of Arkansas student retention, vs. general mixture model      237—238
First order difference model      30
Fisher information matrix      5
Fisher information matrix, fitting OGLMs      78—79
Fisher scoring algorithm, DGLMs      61
Fitted values, male flour beetle data set      268t
Flour beetle data set, male      262t 267t 268t
Formal Bayesian model, determination      80
Founder nodes, prior distributions      390
Functionally compatible vs. compatible      29
Gamma distribution      390
Gamma process priors, cumulative baseline hazard      289—290
Gamma processes      10
Gamma residual effects      25
Gaussian distributions, gamma and inverse      5
Gaussian distributions, inverse, correlated ordinal data models      142
Gaussian models, state-space, DGLMs      61
Gaussian models, vs. Markov model, point-referenced binary spatial data      374
Gelfand’s hierarchical centering reparameterization technique, time series count data      166—167
General F implementation, Gibbs sampler item response modeling      183
General mixture model, University of Arkansas student retention      238
General mixture model, University of Arkansas student retention, vs. finite mixture model      237—238
General mixtures, binary response regression      234—236
General regression, link function g modeling      219
Generalized estimating equation (GEE), correlated ordinal data models      133
Generalized linear mixed models (GLMMs)      391—394
Generalized linear mixed models (GLMMs), correlated random effects      392—393
Generalized linear mixed models (GLMMs), definition      24—26
Generalized linear mixed models (GLMMs), exchangeable random effects      392
Generalized linear mixed models (GLMMs), hierarchical      31—36
Generalized linear mixed models (GLMMs), models      43—44
Generalized linear mixed models (GLMMs), normal linear random effects      43—48
Generalized linear mixed models (GLMMs), prior distributions      44—46
Generalized linear mixed models (GLMMs), prior elicitation and variable selection      41—52
Generalized linear mixed models (GLMMs), random effects      23—37
Generalized linear mixed models (GLMMs), WinBUGS      392—393
Generalized linear mixed models (GLMMs), WinBUGS, covariate measurement error      397—400
Generalized linear mixed models (GLMMs), WinBUGS, informative missing data      396—397
Generalized linear mixed models (GLMMs), WinBUGS, missing data      396
Generalized linear mixed models (GLMMs), WinBUGS, prediction      397
Generalized linear models (GLMs)      4—5
Generalized linear models (GLMs), Bayesian analysis      273—284
Generalized linear models (GLMs), Bayesian view      3—17
Generalized linear models (GLMs), Bayesian, small area inference      89—105
Generalized linear models (GLMs), BMARS      221—228
Generalized linear models (GLMs), categorical data      365
Generalized linear models (GLMs), components      274 389
Generalized linear models (GLMs), DAG      387 388f
Generalized linear models (GLMs), DAG extensions      393f
Generalized linear models (GLMs), DoodleBUGS      389—390
Generalized linear models (GLMs), dynamic      57—70
Generalized linear models (GLMs), non-canonical links      391
Generalized linear models (GLMs), overdispersion      12—14 73—85 391—392
Generalized linear models (GLMs), parametric Bayesian      10
Generalized linear models (GLMs), semiparametric      10—12
Generalized linear models (GLMs), variable selection      288
Generalized linear models (GLMs), WinBUGS      389—391
Generalized linear models (GLMs), WinBUGS, cavort measurement error      397—400
Generalized linear models (GLMs), WinBUGS, informative missing data      396—397
Generalized linear models (GLMs), WinBUGS, missing data      396
Generalized linear models (GLMs), WinBUGS, prediction      397
Generalized Liouville distributions (GLD) model      350
Generalized Liouville distributions (GLD) model, compositional data      354—361
Gibbs sampler      7 36—37 219
Gibbs sampler, analysis of survival data      259—260
Gibbs sampler, correlated ordinal data models      138—142
Gibbs sampler, cumulative baseline hazard      289—290
Gibbs sampler, DGLMs      62 63—64
Gibbs sampler, fitting OGLMs      79
Gibbs sampler, for a ergodic means      249 249f
Gibbs sampler, for a ergodic means, posterior distribution      249 249f
Gibbs sampler, General F implementation, item response modeling      183
Gibbs sampler, GLMMs      48
Gibbs sampler, method, Monte Carlo posterior estimates      232—235
Gibbs sampler, mixture-model approach example      263—265
Gibbs sampler, post AMI practice guideline development      199 203 204
Gibbs sampler, probit link data augmentation, item response modeling      184—185
Gibbs sampler, small area inference      97
Gibbs sampler, two-parameter exponential family model, item response modeling      181—182
Gibbs sampler, variable selection      273—284
Gibbs variable selection, Gibbs sampler variable selection strategies      277—278
Gibbs variable selection, graphical model representation      279f
Gibbs variable selection, posterior model probabilities      280t 281t
Gilks — Wild algorithm, small area inference      97
Graphical model representation, variable selection      279f
Grayscale plot, residential properties dataset      384f
Health service areas (HSAs), small area inference      100
Hessian matrix, correlated ordinal data models      140
Hierarchical Bayes (HB)      4
Hierarchical Bayes (HB), approaches      90
Hierarchical Bayes (HB), approaches, logistic regression estimate      91—93
Hierarchical Bayes (HB), model      6
Hierarchical Bayes (HB), point estimator, small area inference      93
Hierarchical Bayes (HB), small area inference      94
Hierarchical generalized linear mixed models (GLMMs)      31—36
Hierarchical generalized linear mixed models (GLMMs), Bayesian inferences      36—37
Hierarchical generalized linear models (GLMs), overdispersion      84—85
Hierarchical Poisson regression model, small area inference      94
Hierarchical, centering, reparameterization technique Gelfand, time series count data      166—167
Highest posterior density (HPD), correlated ordinal data models      150—155
Histogram, posterior predictive distributions      192f
Historical data, time series count data      159
Hybrid sampler      223
Hyperparameters      59
Hyperparameters, small area inference      96—97
Hyperparameters, specifications      47—48
Hyperparameters, specifications, time series count data      164—165
Identity link      390
Importance sampling density (ISD), point-referenced binary spatial data      378—379
Importance weighted marginal, posterior density estimation (IWMDE), Chen method      50
Improper priors, theorems, item response modeling      178—179
Incidence probabilities      255
Incidence probabilities, posterior densities plot      266 266f
Independent random effects      26
Independent variable, small area inference      92
Indicator kriging, point-referenced binary spatial data      374
Indicator variograms, point-referenced binary spatial data      374
Inference, correlated binary data      120
Inference, finite population proportion small area      92
Inference, item response modeling      185—186
Inference, point-referenced binary spatial data      373—385
Inference, small area, Bayesian generalized linear models      89—105
Informative prior elicitation, Bayesian analysis      44—46
Informative prior elicitation, item response modeling      180
Inverse Gaussian distribution, correlated ordinal data models      142
Inverse link function      231
IsConstant method, graphical model      403
Item parameters, conditional distribution, item response modeling      185
Item response curve      175—176
Item response modeling      173—193
Item response modeling, Bayesian fitting      181—185
Item response modeling, checking      186—188
Item response modeling, exam administration      176—178
Item response modeling, example      188—191
Item response modeling, inferences      185—186
Item response modeling, item response curve      175—176
Item response modeling, prior distributions      178—180
Jefferys’ prior      8 13
Jefferys’ prior, fitting OGLMs      78—79
Joint posterior distribution      48
Joint posterior distribution, small area inference      98
Joint prior, time series count data      163
Joint probability mass function, correlated binary data      120
Kalman filter      59 60
Kalman Filter, DGLMs      62
Kepler node      404
Kernel smoothing, correlated binary data      125—126
Kriging, indicator, point-referenced binary spatial data      374
Kuo and Mallick sampler, graphical model representation      279f
Kuo and Mallick’s Unconditional Priors, posterior model probabilities      280t 281t
Kyphosis dataset      224
Kyphosis dataset, boxplot      226f
Laplace’s method      8
Laplace’s method, small area inference      94 97
Laplace’s prior      8
Latent Bayesian residual      248 249—250
Latent detrended variogram plot, residential properties dataset      383f
Latent variables, conditional distribution, item response modeling      184
Likelihood analysis, Bayesian analysis      6
Likelihood analysis, Bayesian analysis, Bayesian models      5
Likelihood analysis, Bayesian analysis, contribution, computation      124—125
Likelihood analysis, Bayesian analysis, equations      5
Likelihood analysis, Bayesian analysis, functions      5 6
Likelihood analysis, Bayesian analysis, functions, Cox variable selection      292—293
Likelihood analysis, Bayesian analysis, functions, item response modeling      178
Likelihood analysis, Bayesian analysis, functions, time series count data      160—162
Likelihood analysis, Bayesian analysis, mixture-model approach, analysis of survival data      257
Likelihood analysis, Bayesian analysis, ordinate, correlated binary data      124—125
Lindley’s paradox      223
Linear approximation, piecewise      61
Linear Bayes approach, DGLMs      60—61
Linear predictor      274 389
Link      218 274
Link function      6 10 25 60 243 389
Link function h      239
Link function, g modeling      218—219
Link function, g modeling, binary response regression      218—219
Link function, g modeling, general regression      219
Link function, g modeling, mixture models      219
Link function, inverse      231
Log deviance loss      16
Log link      390
Log marginal likelihood      126t
Log scoring loss      16
Log Value method, graphical model      403
Log-concave, posterior      5
Log-linear models      280 280t
Log-linear models, for $2^3$ contingency table BUGS codes      282—283
Logical nodes      403—404
Logistic distribution      25
Logistic models      2
Logistic models, binary explanatory factors, BUGS codes      283—284
Logistic models, item response modeling      175—176
Logistic regression estimate, small area inference      91—93 98
Logistic regression estimate, small area inference, example      91
Logistic regression estimate, vs. classical logistic regression model      224—225 225f
Logistic regression models      225—226 280—281 281t
Logit link      25 390
Logit link, functions      243
Logit normal model      see “Probit normal model”
Logit normal model, correlated binary data      119
Logit regression model, Bayesian analysis      243
LogitLogQ method, graphical model      403
Longitudinal binary data, correlated binary data      119—123
Longitudinal binary data, drop-outs      127
Longitudinal binary responses, scale mixture of multivariate, normal (SMMVN) link functions      133
Low birth weight in infants dataset      248—250
Male flour beetle data set      262t
Male flour beetle data set, absolute residuals      268t
Male flour beetle data set, fitted values      268t
Male flour beetle data set, model comparisons      267t
Map method, graphical model      403
Marginal likelihood, Chib’s method      127
Marginal likelihood, correlated binary data      124
Marginal likelihood, multivariate models      155
Marginal likelihood, time series count data      161
Marginal posterior distribution, Bayesian graphical models      388
Marginal posterior distribution, time series count data      166—167
Markov Chain Monte Carlo (MCMC)      5 8 27 28 31 36—37 50
Markov Chain Monte Carlo (MCMC), based approaches, complex Bayesian inference problems      62—65
Markov Chain Monte Carlo (MCMC), correlated binary data      124
Markov Chain Monte Carlo (MCMC), implementation, Bayesian procedure      12
Markov Chain Monte Carlo (MCMC), methods      218 256 287—288 313
Markov Chain Monte Carlo (MCMC), methods, Bayesian graphical models      388—389
Markov Chain Monte Carlo (MCMC), methods, classification trees      368
Markov Chain Monte Carlo (MCMC), methods, compositional data      350—351
Markov Chain Monte Carlo (MCMC), methods, errors-in-variables models      340
Markov Chain Monte Carlo (MCMC), methods, point-referenced binary spatial data      378
Markov Chain Monte Carlo (MCMC), methods, WinBUGS      390—391
Markov Chain Monte Carlo (MCMC), posterior distribution sample algorithm      117 127—128
Markov Chain Monte Carlo (MCMC), small area inference      94
Markov Chain Monte Carlo (MCMC), small area inference, BUGS software      96
Markov Chain Monte Carlo (MCMC), technique, DGLMs      64
Markov Chain Monte Carlo (MCMC), time series count data      166—167
Markov random field models      29—30
Markov transition model      123
Matrix inversion, point-referenced binary spatial data      375
Maximized log-likelihood      126t
Maximum likelihood estimators, (MLE)      5
Maximum likelihood logistic regression analysis, University of Arkansas student retention      238
Mean survival time, posterior densities plot      266—267 267f
Measurement error problem      331
Medical care, quality assessment      196—197
Meningococcic meningitis, DGLMs application      66—68
Metropolis algorithm, correlated ordinal data models      142
Metropolis sampling scheme, correlated ordinal data models      141
Metropolis-Hastings algorithm      5 7 36—37
Metropolis-Hastings algorithm, correlated ordinal data models      138 140—141
Metropolis-Hastings algorithm, DGLMs      64—65
Metropolis-Hastings algorithm, fitting OGLMs      79
Metropolis-Hastings algorithm, small area inference      97 99—100
Metropolis-Hastings step      275
Missing at random (MAR)      396—397
Missing completely at random (MCAR)      396—397
Mixture models      10
Mixture models, analysis of survival data      255—268
Mixture models, analysis of survival data, likelihood      257
Mixture models, correlated binary data diagnostics      314
Mixture models, link function g modeling      219
Mixture models, posterior computations, correlated binary data diagnostics      317
Model adequacy      14—15
Model adequacy, OGLMs      81
Model and notation, Cox variable selection      289
Model checking      232 236
Model checking, WinBUGS      402
Model choice, Bayesian approach      15—16
Model comparisons, male flour beetle data set      267t
Model determination, analysis of survival data      260—261
Model determination, approaches      14—17
Model determination, compositional data      352—354
Model diagnostic, binary response regression      236—237
Model diagnostic, computational methods      237
Model diagnostic, diagnostic tools      237
Model diagnostic, diagnostic tools, goal      236
Model elaboration      14
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