A fully nonparametric modeling approach to binary regression
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Abstract: We propose a general nonparametric Bayesian framework for binary regression, which is built from modeling for the joint response-covariate distribution. The observed binary responses are assumed to arise from underlying continuous random variables through discretization, and we model the joint distribution of these latent responses and the covariates using a Dirichlet process mixture of multivariate normals. We show that the kernel of the induced mixture model for the observed data is identifiable upon a restriction on the latent variables. To allow for appropriate dependence structure while facilitating identifiability, we use a square-root-free Cholesky decomposition of the covariance matrix in the normal mixture kernel. In addition to allowing for the necessary restriction, this modeling strategy provides substantial simplifications in implementation of Markov chain Monte Carlo posterior simulation. We present two data examples taken from areas for which the methodology is especially well suited. In particular, the first example involves estimation of relationships between environmental variables, and the second develops inference for natural selection surfaces in evolutionary biology. Finally, we discuss extensions to regression settings with multivariate ordinal responses.
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Cited in
(15)- Nonparametric estimation of dichotomic regression with biomedical applications
- A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\)
- Constructing Flexible, Identifiable and Interpretable Statistical Models for Binary Data
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- A Bayesian nonparametric Markovian model for non-stationary time series
- Flexible link functions in nonparametric binary regression with Gaussian process priors
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