Bayesian variable and link determination for generalised linear models

DOI10.1016/S0378-3758(02)00298-7zbMath1033.62026WikidataQ58296104 ScholiaQ58296104MaRDI QIDQ1869088

Petros Dellaportas, Jonathan J. Forster, Ioannis Ntzoufras

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Reversible jumpLogistic regressionMarkov chain Monte-Carlobinomial datageneral link families

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Numerical analysis or methods applied to Markov chains (65C40)

Related Items

Thermodynamic Bayesian model comparison, Bayes factor asymptotics for variable selection in the Gaussian process framework, Prior distributions for objective Bayesian analysis, Power-expected-posterior priors for generalized linear models, Bayesian variable selection for the Cox regression model with missing covariates, Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions, Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors, Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models, A Bayesian approach to the analysis of asymmetric association for two-way contingency tables, Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM, Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods, Bayesian modelling of the time delay between diagnosis and settlement for critical illness insurance using a Burr generalised-linear-type model, Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC, On the correspondence from Bayesian log-linear modelling to logistic regression modelling with \(g\)-priors, Variable selection for multivariate generalized linear models, Default Bayesian model determination methods for generalised linear mixed models, A default prior distribution for contingency tables with dependent factor levels, Adaptive Proposal Construction for Reversible Jump MCMC, Hyper nonlocal priors for variable selection in generalized linear models, Generalized smooth finite mixtures, Model uncertainty, Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models, Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care, The pseudo-marginal approach for efficient Monte Carlo computations, Joint specification of model space and parameter space prior distributions, Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models, Reversible jump methods for generalised linear models and generalised linear mixed models, An MCMC model search algorithm for regression problems, Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models, Bayesian Covariance Selection in Generalized Linear Mixed Models, Exploring dependence between categorical variables: benefits and limitations of using variable selection within Bayesian clustering in relation to log-linear modelling with interaction terms

Uses Software

• GLIM

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• On Bayesian model and variable selection using MCMC
• Bayesian ordinal and binary regression models with a parametric family of mixture links
• Simulation Run Length Control in the Presence of an Initial Transient
• Goodness-of-link testing in ordinal regression models
• Approximate Bayes factors and accounting for model uncertainty in generalised linear models
• The analysis of field experiments on an electronic computer
• Goodness of Link Tests for Generalized Linear Models
• On two families of transformations to additivity for binary response data
• Generalized linear models with unknown link functions
• Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• Markov chain Monte Carlo model determination for hierarchical and graphical log-linear models
• Bayesian Analysis of Binary and Polychotomous Response Data
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item