Bayesian analysis of semiparametric reproductive dispersion mixed-effects models

被引:13
作者
Chen, Xue-Dong [1 ,2 ]
Tang, Nian-Sheng [1 ]
机构
[1] Yunnan Univ, Dept Stat, Kunming 650091, Peoples R China
[2] Huzhou Teachers Coll, Sch Sci, Huzhou 313000, Peoples R China
关键词
Bayesian analysis; Gibbs sampler; Metropolis-Hastings algorithm; P-spline; Semiparametric reproductive dispersion mixed models; STRUCTURAL EQUATION MODELS; INFLUENCE DIAGNOSTICS; INFERENCE; SPLINES;
D O I
10.1016/j.csda.2010.03.022
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
Semiparametric reproductive dispersion mixed-effects model (SPRDMM) is an extension of the reproductive dispersion model and the semiparametric mixed model, and it includes many commonly encountered models as its special cases. A Bayesian procedure is developed for analyzing SPRDMMs on the basis of P-spline estimates of nonparametric components. A hybrid algorithm combining the Gibbs sampler and the Metropolis-Hastings algorithm is used to simultaneously obtain the Bayesian estimates of unknown parameters, smoothing function and random effects, as well as their standard error estimates. The Bayes factor for model comparison is employed to select better approximation of the smoothing function via path sampling. Several simulation studies and a real example are used to illustrate the proposed methodologies. Crown Copyright (C) 2010 Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:2145 / 2158
页数:14
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