Choosing the Link Function and Accounting for Link Uncertainty in Generalized Linear Models using Bayes Factors
ثبت نشده
چکیده
منابع مشابه
Approximate Bayes Factors and Accounting for Model Uncertainty in Generalized Linear Models
Ways of obtaining approximate Bayes factors for generalized linear models are described, based on the Laplace method for integrals. I propose a new approximation which uses only the output of standard computer programs such as GLIM; this appears to be quite accurate. A reference set of proper priors is suggested, both to represent the situation where there is not much prior information, and to ...
متن کاملApproximate Bayes factors and accounting for model uncertainty in generalised linear models
Ways of obtaining approximate Bayes factors for generalised linear models are described, based on the Laplace method for integrals. We propose a new approximation which uses only the output of standard computer programs for estimating generalised linear models; this appears to be quite accurate. A reference set of proper priors is suggested, both to represent the situation where there is not mu...
متن کاملManager Optimism Based on Environmental Uncertainty and Accounting Conservatism
It is expected that more accounting conservation (environmental uncertainty) reduces manager optimism. Prior research, however, has struggled to establish this relation empirically. Moreover, some evidence points to the possibility that the manager optimism is lower for firms with more accounting conservation. In this paper, the author examine the link between accounting conservation, environme...
متن کاملThe Analysis of Bayesian Probit Regression of Binary and Polychotomous Response Data
The goal of this study is to introduce a statistical method regarding the analysis of specific latent data for regression analysis of the discrete data and to build a relation between a probit regression model (related to the discrete response) and normal linear regression model (related to the latent data of continuous response). This method provides precise inferences on binary and multinomia...
متن کاملApproximate Bayesian Model Selection with the Deviance Statistic
Bayesian model selection poses two main challenges: the specification of parameter priors for all models, and the computation of the resulting Bayes factors between models. There is now a large literature on automatic and objective parameter priors in the linear model. One important class are g-priors, which were recently extended from linear to generalized linear models (GLMs). We show that th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2007