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