Regression analysis of hierarchical poisson-like event rate data: superpopulation model effect on predictions |
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Authors: | DP Gaver PA Jacobs IG O'Muircheartaigh |
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Institution: | 1. Operations Research Dept , Naval Postgraduate School , Monterey, California, 93943;2. Department of Mathematics , University College Galway , Ireland |
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Abstract: | This paper studies prediction of future failure (rates) by hierarchical empirical Bayes (EB) Poisson regression methodologies. Both a gamma distributed superpopulation as well as a more robust (long-tailed) log student-t superpopulation are considered. Simulation results are reported concerning predicted Poisson rates. The results tentatively suggest that a hierarchical model with gamma superpopulation can effectively adapt to data coming from a log-Student-t superpopulation particularly if the additional computation involved with estimation for the log-Student-t hierarchical model is burdensome. |
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Keywords: | empirical bayes prediction hierarchical models extra-Poisson variability Poisson regression gamma superpopulation log student-t superpopulation |
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