QA363 : Analysis of unbalanced binary responses by using generalized extreme value regression model
Thesis > Central Library of Shahrood University > Mathematical Sciences > MSc > 2016
Authors:
Abstarct: For many applied situations, in a regression model, the response is a binary variable. The general models for analysis of such responses are logistic, probit and Cloglog. Logistic and probit symmetric lixnk models are not appropriate choices when the number of observations in the two response categories is unbalanced. Further, the positively skewed Cloglog lixnk model will lose its efficiency when responses are negatively skewed. The generalized t-lixnk model is a good alternative in such situations, though the constraint on the shape parameter greatly reduces the possible range of skewness provided by this model. Wang and Dey (2010) proposed a new extremely flexible model baxsed on generalized extreme value distribution. In this thesis, we reintroduce generalized extreme value lixnk model and discuss its fitting from Bayesian frxamewrok. Due to the complexity of posterior distribution of the model we use Markov chain Monte Carlo methods. We explore the efficiency of generalized extreme value lixnk model by a simulation study and demonstrate its applicability in the analysis of a real example.
Keywords:
#Generalized extreme value distribution; latent variable; Markov chain Monte Carlo algorithms; posterior distribution; rare events; skewness
Keeping place: Central Library of Shahrood University
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Keeping place: Central Library of Shahrood University
Visitor: