Data-dependent posterior propriety of a Bayesian beta-binomial-logit model

DOI10.1214/16-BA1012MaRDI QIDQ1699672zbMATH OpenOpenAlexFDO

Authors Hyungsuk Tak, Carl Morris

Publication date 23 February 2018

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.07267, https://projecteuclid.org/euclid.ba/1469021382

zbMATH Keywords

beta-binomialhierarchical modelslogistic regressionobjective Bayesoverdispersionrandom effectsuniform shrinkage prior

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Abstract: A Beta-Binomial-Logit model is a Beta-Binomial model with covariate information incorporated via a logistic regression. Posterior propriety of a Bayesian Beta-Binomial-Logit model can be data-dependent for improper hyper-prior distributions. Various researchers in the literature have unknowingly used improper posterior distributions or have given incorrect statements about posterior propriety because checking posterior propriety can be challenging due to the complicated functional form of a Beta-Binomial-Logit model. We derive data-dependent necessary and sufficient conditions for posterior propriety within a class of hyper-prior distributions that encompass those used in previous studies.

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