Title of article
Bayesian Inference on Order-Constrained Parameters in Generalized Linear Models
Author/Authors
Dunson، David B. نويسنده , , Neelon، Brian نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-285
From page
286
To page
0
Abstract
In biomedical studies, there is often interest in assessing the association between one or more ordered categorical predictors and an outcome variable, adjusting for covariates. For a k-level predictor, one typically uses either a k - 1 degree of freedom (df) test or a single df trend test, which requires scores for the different levels of the predictor. In the absence of knowledge of a parametric form for the response function, one can incorporate monotonicity constraints to improve the efficiency of tests of association. This article proposes a general Bayesian approach for inference on order-constrained parameters in generalized linear models. Instead of choosing a prior distribution with support on the constrained space, which can result in major computational difficulties, we propose to map draws from an unconstrained posterior density using an isotonic regression transformation. This approach allows flat regions over which increases in the level of a predictor have no effect. Bayes factors for assessing ordered trends can be computed based on the output from a Gibbs sampling algorithm. Results from a simulation study are presented and the approach is applied to data from a time-to-pregnancy study
Keywords
Identifiability , Model diagnosis , Parametric bootstrap , Goodness of fit , Restricted latent class models
Journal title
CANADIAN JOURNAL OF STATISTICS
Serial Year
2003
Journal title
CANADIAN JOURNAL OF STATISTICS
Record number
83247
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