期刊
COMPUTATIONAL STATISTICS & DATA ANALYSIS
卷 57, 期 1, 页码 233-245出版社
ELSEVIER
DOI: 10.1016/j.csda.2012.06.020
关键词
Deviance information criteria; Hierarchical Poisson-Normal model (HPN); Hierarchical Poisson-Normal overdispersed model (HPNOD); Overdispersion
资金
- IAP research Network of the Belgian Government (Belgian Science Policy) [P6/03]
- Hercules Foundation
- Flemish Government of Belgium - department EWI
In sets of count data, the sample variance is often considerably larger or smaller than the sample mean, known as a problem of over- or underdispersion. The focus is on hierarchical Bayesian modeling of such longitudinal count data. Two different models are considered. The first one assumes a Poisson distribution for the count data and includes a subject-specific intercept, which is assumed to follow a normal distribution, to account for subject heterogeneity. However, such a model does not fully address the potential problem of extra-Poisson dispersion. The second model, therefore, includes also random subject and time dependent parameters, assumed to be gamma distributed for reasons of conjugacy. To compare the performance of the two models, a simulation study is conducted in which the mean squared error, relative bias, and variance of the posterior means are compared. (C) 2012 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据