Bayesian model comparison in generalized linear models across multiple groups.
type: Item
instance of: scholarly article
title: Bayesian model comparison in generalized linear models across multiple groups.
zbMATH Open document ID: 1180.62042
DOI: 10.1016/S0167-9473(01)00061-5
author: Tim Futing Liao
published in: Computational Statistics and Data Analysis
publication date: 2002-07-15T00:00:00Z
review text: This paper extends the statistical method known as generalized linear Bayesian modeling developed by Adrian Raftery to the comparison of generalized linear models across multiple groups. The extension considers all relevant hierarchical models in the model space and tests parameter equality across groups by using Bayesian posterior information from the models. The conclusion drawn by using the proposed approach tends to be more conservative than Raftery's method and the conventional likelihood ratio test, as the examples demonstrates.
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62J12
Mathematics Subject Classification ID: 62J15
zbMATH DE Number: 1768060
zbMATH Keywords: Generalized linear models
zbMATH Keywords: Bayesian Statistics
zbMATH Keywords: Multiple group comparisons
MaRDI profile type: Publication
cites work: Q3997739
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description: scientific article; zbMATH DE number 1768060