Default Bayesian model determination methods for generalised linear mixed models

Antony Overstall, Jonathan Forster

Research output: Contribution to journalArticlepeer-review

Abstract

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.
Original languageEnglish
Pages (from-to)3269-3288
Number of pages20
JournalComputational Statistics and Data Analysis
Volume54
Issue number12
DOIs
Publication statusPublished - 1 Dec 2010

Keywords

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

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