多元偏正态生殖分散随机效应模型的贝叶斯分析

Yuanying Zhao, Xingde Duan, De-Wang Li
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引用次数: 0

摘要

随机误差和随机效应的正态假设是数据分析中常用的一种方法。然而,这种假设在许多实际情况下可能是不合理的。本文假定随机误差服从繁殖分散模型,随机效应呈偏正态分布,从而放宽了这种限制,称为多元偏正态繁殖分散随机效应模型。在Gibbs采样器和Metropolis-Hastings算法的基础上,提出了一种同时估计随机效应和未知参数的贝叶斯方法。最后,以Framingham胆固醇数据为例,论证了上述贝叶斯方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Bayesian analysis for multivariate skew-normal reproductive dispersion random effects models
Normality assumption of the random errors and the random effects is a routinely used technique in data analysis. However, this assumption might be unreasonable in many practical cases. In this paper the limitation is relaxed by assuming that the random error follows a reproductive dispersion model and the random effect is distributed as a skew-normal distribution, which is termed as a multivariate skew-normal reproductive dispersion random effects model. We propose a Bayesian procedure to simultaneously estimate the random effects and the unknown parameters on the basis of the Gibbs sampler and Metropolis-Hastings algorithm. In the end, the Framingham cholesterol data example is employed to demonstrate the preceding proposed Bayesian methodologies.
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