系统方程误差项多元偏正态分布下广义比值比的动态贝叶斯分析

Q Mathematics

Statistical Methodology Pub Date : 2015-11-01 DOI:10.1016/j.stamet.2015.05.001

S.K. Ghoreishi , M.R. Meshkani

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引用次数: 1

摘要

本文提出了列联表中广义优势比的动态贝叶斯分析方法。假设动力系统方程中的随机效应为正态分布是一种标准做法。然而，正态性假设在某些应用中可能是不现实的，因此推断的有效性可能是可疑的。因此，我们假设每一步系统方程中的误差项是多元偏态正态分布。此外，我们还引入了一种移动平均方法来推导超参数。通过对仿真数据和实际数据的分析，说明了该方法的应用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Dynamic Bayesian analysis of generalized odds ratios assuming multivariate skew-normal distribution for the error terms in the system equation

In this paper, we develop a methodology for the dynamic Bayesian analysis of generalized odds ratios in contingency tables. It is a standard practice to assume a normal distribution for the random effects in the dynamic system equations. Nevertheless, the normality assumption may be unrealistic in some applications and hence the validity of inferences can be dubious. Therefore, we assume a multivariate skew-normal distribution for the error terms in the system equation at each step. Moreover, we introduce a moving average approach to elicit the hyperparameters. Both simulated data and real data are analyzed to illustrate the application of this methodology.

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来源期刊

Statistical Methodology STATISTICS & PROBABILITY-

CiteScore

0.59

自引率

0.00%

发文量

期刊介绍： Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.