Overdispersed generalized linear models
From MaRDI portal
Publication:1372868
DOI10.1016/S0378-3758(96)00207-8zbMath0890.62054MaRDI QIDQ1372868
Dey, Dipak K., Alan E. Gelfand, Fengchun Peng
Publication date: 22 June 1998
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Jeffreys' prior; mixture models; orthogonal parameters; exponential dispersion models; Metropolis-within-Gibbs sampling algorithm; two parameter exponential family
62F15: Bayesian inference
62J12: Generalized linear models (logistic models)
62A01: Foundations and philosophical topics in statistics
65C05: Monte Carlo methods
Related Items
Bayesian analysis of outlier problems using divergence measures, Bartlett Adjustments for Overdispersed Generalized Linear Models, A non-stationary integer-valued autoregressive model, Statistical inference and Monte Carlo algorithms. (With discussion), Second-order biases of maximum likelihood estimates in overdispersed generalized linear models, Semiparametric estimation of mean and variance functions for non-Gaussian data, Nearly unbiased estimation in a biparametric exponential family
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Exponential family mixture models (with least-squares estimators)
- The geometry of exponential families
- A note on overdispersed exponential families
- Double Exponential Families and Their Use in Generalized Linear Regression
- On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior
- On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
- Approximate Inference in Generalized Linear Mixed Models
- Bayesian Inference for Generalized Linear and Proportional Hazards Models via Gibbs Sampling