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Title: | Bayesian inference for generalized linear mixed models: A comparison of different statstical software procedures | Authors: | YIMER, Belay Birlie SHKEDY, Ziv |
Issue Date: | 2021 | Publisher: | TAYLOR & FRANCIS AS | Source: | RESEARCH IN MATHEMATICS & STATISTICS, 8 (1) (Art. N° 1896102) | Abstract: | Bayesian inference for generalized linear mixed models (GLMM) is appealing, but its widespread use has been hampered by the lack of a fast implementation tool and the difficulty in specifying prior distributions. In this paper, we conduct an extensive simulation study to evaluate the performance of INLA for estimation of the hierarchical Poisson regression models with overdispersion in comparison with JAGS and Stan while assuming a variety of prior specifications for variance components. Further, we analysed the influence of different factors such as small number of observations per cluster, different values of the cluster variance and estimation from a misspecified model. A simulation study has shown that the approximation strategy employed by INLA is accurate in general and that all software leads to similar results for most of the cases considered. Estimation of the variance components, however, is difficult when their true value is small for all estimation methods and prior specifications. The estimates obtained for all software tend to be biased downward or upward depending on the assumed priors. | Keywords: | Clustering;Bayesian modelling;overdispersion;GLMM;count data;INLA;JAGS;stan | Document URI: | http://hdl.handle.net/1942/34773 | e-ISSN: | 2765-8449 | DOI: | 10.1080/27658449.2021.1896102 | ISI #: | 000650960000001 | Rights: | 2021 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY) 4.0 license. You are free to: Share — copy and redistribute the material in any medium or format. Adapt — remix, transform, and build upon the material for any purpose, even commercially. The licensor cannot revoke these freedoms as long as you follow the license terms. Under the following terms: Attribution — You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. No additional restrictions You may not apply legal terms or technological measures that legally restrict others from doing anything the license permits. | Category: | A1 | Type: | Journal Contribution |
Appears in Collections: | Research publications |
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Bayesian inference for generalized linear mixed models A comparison of different statistical software procedures.pdf | Published version | 1.47 MB | Adobe PDF | View/Open |
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