Objective Bayesian hypothesis testing in binomial regression models with integral prior distributions

DOI10.5705/SS.2013.338MaRDI QIDQ2950202zbMATH OpenOpenAlexFDO

Authors

Publication date 8 October 2015

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1306.6928

zbMATH Keywords

binomial regression modelsintegral priorsJeffreys priorMarkov chainobjective Bayes factors

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Abstract: In this work we apply the methodology of integral priors to handle Bayesian model selection in binomial regression models with a general link function. These models are very often used to investigate associations and risks in epidemiological studies where one goal is to exhibit whether or not an exposure is a risk factor for developing a certain disease; the purpose of the current paper is to test the effect of specific exposure factors. We formulate the problem as a Bayesian model selection case and solve it using objective Bayes factors. To construct the reference prior distributions on the regression coefficients of the binomial regression models, we rely on the methodology of integral priors that is nearly automatic as it only requires the specification of estimation reference priors and it does not depend on tuning parameters or on hyperparameters within these priors.

Recommendations

• Integral priors for Bayesian model selection: how they operate from simple to complex cases
• Integral priors for the one way random effects model
• Intrinsic priors for objective Bayesian model selection
• An objective Bayesian estimation of parameters in a log-binomial model
• Bayesian hypothesis testing for selected regression coefficients

Cited in

(5)

• Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing
• Integral priors for Bayesian model selection: how they operate from simple to complex cases
• Objective Bayes, conditional inference and the signed root likelihood ratio statistic
• On objective priors for testing hypotheses about some Poisson models
• Objective Bayesian hypothesis testing and estimation for the intraclass model

This page was built for publication: Objective Bayesian hypothesis testing in binomial regression models with integral prior distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2950202)