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Bayesian ordinal and binary regression models with a parametric family of mixture links

✍ Scribed by Joseph B. Lang


Book ID
104306918
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
666 KB
Volume
31
Category
Article
ISSN
0167-9473

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✦ Synopsis


An ordinal and binary regression model with parametric link is introduced. The link is a member of a one-parameter family of "mixture links", a family that comprises smooth mixtures of the extreme minimum-value, extreme maximum-value, and logistic distributions. A Bayesian version of this exible model serves as a vehicle for introducing a priori information regarding the choice of link. Owing to non-conjugacy, posterior and predictive distributions are approximated using Markov chain Monte Carlo simulation methods. Link-independent, Bayesian interpretations of covariate e ects are described. The method is illustrated through the analyses of several data sets.


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