An algorithm for prior elicitation in dynamic Bayesian models for proportions with the logit link function

DOI10.1007/S11009-018-9642-3zbMath1411.62262OpenAlexW2884794730WikidataQ129731815 ScholiaQ129731815MaRDI QIDQ1739374

José M. J. Costa, James D. Santos

Publication date: 26 April 2019

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9642-3

zbMATH Keywords

prior elicitationroot-finding algorithmsdynamic generalized linear models for proportions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Uses Software

• forecast
• Forecast
• Unnamed Item

Cites Work

• Unnamed Item
• Dynamic Bayesian beta models
• Bayesian forecasting and dynamic models
• Computational Statistics
• Dynamic Generalized Linear Models and Bayesian Forecasting

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