4.5 Article

Default Bayesian model determination methods for generalised linear mixed models

Journal

COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 54, Issue 12, Pages 3269-3288

Publisher

ELSEVIER
DOI: 10.1016/j.csda.2010.03.008

Keywords

Unit-information priors; Bridge sampling; MCMC; Laplace approximation

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A default strategy for fully Bayesian model determination for generalised linear mixed models (GLMMs) is considered which addresses the two key issues of default prior specification and computation. In particular, the concept of unit-information priors is extended to the parameters of a GLMM. A combination of Markov chain Monte Carlo (MCMC) and Laplace approximations is used to compute approximations to the posterior model probabilities to find a subset of models with high posterior model probability. Bridge sampling is then used on the models in this subset to approximate the posterior model probabilities more accurately. The strategy is applied to four examples. (C) 2010 Elsevier B.V. All rights reserved.

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