The University of Southampton
University of Southampton Institutional Repository

Default Bayesian model determination methods for generalised linear mixed models

Overstall, Anthony M. and Forster, Jonathan J. (2009) Default Bayesian model determination methods for generalised linear mixed models , Southampton, UK Southampton Statistical Sciences Research Institute 25pp. (S3RI Methodology Working Papers, (doi:10.1016/j.csda.2010.03.008) , M09/01).

Record type: Monograph (Working Paper)

Abstract

In this paper, we consider a default strategy for fully Bayesian model determination for GLMMs. We address the two key issues of default prior specification and computation. In particular, we extend a concept of unit information to the priors for the parameters of a GLMM. We rely on a combination of MCMC and Laplace approximations to compute approximations to the posterior model probabilities and then further approximate these posterior model probabilities using bridge sampling. We apply our strategy to two examples.

PDF Overstall120310.pdf - Author's Original
Download (1MB)

More information

Submitted date: 19 January 2009
Keywords: unit information priors, bridge sampling, mcmc, laplace approximation
Organisations: Southampton Statistical Research Inst.

Identifiers

Local EPrints ID: 64862
URI: http://eprints.soton.ac.uk/id/eprint/64862
PURE UUID: 6319e399-be98-452e-9ec2-edb9a1d40ab4

Catalogue record

Date deposited: 20 Jan 2009
Last modified: 17 Jul 2017 14:11

Export record

Altmetrics

Contributors

Author: Anthony M. Overstall

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×