QA233 : Bayesian Analysis of Beta Regression Models with Dependent Responses
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2014
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Abstarct: In most applications including analysis of rate responses and proportions like inflation rate, growth rate, punctual customeres ratio in a financial business and a disease
percent in a special region, we are interested in detecting effective elements on response variable. This aim is usually obtainable by regression models. The scale of
such responses is continuous and restricted to the interval (0,1). Logistic and probit
regression models are the popular models to analyze this type of responses. However,
the real distribution of such responses are usually greatly skewed and then the aformentioned models are not appropriate for analyzing them. A new proposed regression
model that has a logical and appropriate adaptation with the essence of rate responses
is beta regression model which has recently become popular due to high flexibility of
beta distribution in modeling various kinds of skewnesses. The beta regression model
is an element of generalized linear models. An essential assumption in generalized
linear models is independency of response variables. However, in various situations,
e.g. in analyzing longitudinal data, spatial data and time series, the response variables are dependent. In these cases, generalized linear mixed models have been used
in which the dependency structure of responses is considered by using latent variables.
Fitting these models is easier by the Bayesian approach. This simplicity is due to the
revolution of MCMC sampling methods. Therefore, our main aim is Bayesian analysis
of dependent responses with continuous scale and restricted support.
Keywords:
#Bayesian analysis #Beta regression #Mixed models
Keeping place: Central Library of Shahrood University
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Keeping place: Central Library of Shahrood University
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