Simultaneous estimation of gamma means using a hierarchical generalized linear model |
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Authors: | Patricia A Pepple |
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Institution: | Virginia Commonwealth University , Richmond, Virginia, 23284-2014 |
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Abstract: | The problem of simultaneously estimating p Gamma means is investigated when the means are believed a priori to satisfy an r-dimensional generalized linear model. Using a Bayesian hierarchical model to reflect the uncertainty in the linear model, approximate methods are proposed to compute the posterior densities. The resulting estimator shrinks the usual estimator toward a prior estimator where the size of the shrinkage depends upon the agreement of the observed data with the proposed generalized linear model. |
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Keywords: | fitted value hierarchical bayes linear model link function shrinkage |
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