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Murray Aitkin 《Statistics and Computing》1993,3(1):17-22
In the exponential regression model, Bayesian inference concerning the non-linear regression parameter has proved extremely difficult. In particular, standard improper diffuse priors for the usual parameters lead to an improper posterior for the non-linear regression parameter. In a recent paper Ye and Berger (1991) applied the reference prior approach of Bernardo (1979) and Berger and Bernardo (1989) yielding a proper informative prior for . This prior depends on the values of the explanatory variable, goes to 0 as goes to 1, and depends on the specification of a hierarchical ordering of importance of the parameters.This paper explains the failure of the uniform prior to give a proper posterior: the reason is the appearance of the determinant of the information matrix in the posterior density for . We apply the posterior Bayes factor approach of Aitkin (1991) to this problem; in this approach we integrate out nuisance parameters with respect to their conditional posterior density given the parameter of interest. The resulting integrated likelihood for requires only the standard diffuse prior for all the parameters, and is unaffected by orderings of importance of the parameters. Computation of the likelihood for is extremely simple. The approach is applied to the three examples discussed by Berger and Ye and the likelihoods compared with their posterior densities. 相似文献
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Favorable client perceptions of provider's interpersonal behavior in contraceptive delivery, documented in clinic exit questionnaires, appear to contradict results from qualitative evaluations and are attributed to clients' courtesy bias. In this study, trained simulated clients requested services from Ministry of Health providers in three countries. Providers excelled in courteousness/respect in Peru and Rwanda; in India, providers were less courteous and respectful when the simulated clients chose the pill. Privacy and two-way communication were less prevalent in all three countries. The findings challenge the courtesy bias interpretation. Global results from qualitative studies may have expressed the views of the minority of clients who are not treated well by providers. 相似文献
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We present a new test for the presence of a normal mixture distribution, based on the posterior Bayes factor of Aitkin (1991). The new test has slightly lower power than the likelihood ratio test. It does not require the computation of the MLEs of the parameters or a search for multiple maxima, but requires computations based on classification likelihood assignments of observations to mixture components. 相似文献
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A faster alternative to the EM algorithm in finite mixture distributions is described, which alternates EM iterations with Gauss-Newton iterations using the observed information matrix. At the expense of modest additional analytical effort in obtaining the observed information, the hybrid algorithm reduces the computing time required and provides asymptotic standard errors at convergence. The algorithm is illustrated on the two-component normal mixture. 相似文献