IDEAS home Printed from https://ideas.repec.org/a/pab/rmcpee/v8y2009i1p50-70.html
   My bibliography  Save this article

Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R

Author

Listed:
  • Gutiérrez Rojas, Hugo Andrés

    (Centro de Investigaciones y Estudios Estadísticos (CIEES). Universidad Santo Tomás (Bogotá, Colombia))

  • Zhang, Hanwen

    (Centro de Investigaciones y Estudios Estadísticos (CIEES). Universidad Santo Tomás (Bogotá, Colombia))

Abstract

Este artículo presenta una colección de funciones computacionales que son utilizadas en la implementación de un análisis bayesiano exhaustivo para la diferencia de dos proporciones. Con este fin, se discute la estimación puntual, la estimación mediante intervalos de credibilidad y la inferencia predictiva desde dos escenarios: el primero basado en las densidades exactas a priori y a posteriori (construidas mediante la primera función hipergeométrica de Appell) y el segundo basado en densidades simuladas (mediante un algoritmo de cadenas de Markov con métodos de Monte Carlo). La implementación de estas funciones se realiza en el programa estadístico R, porque es un software libre, funciona bien en múltiples plataformas y permite enmarcar estas funciones bajo un objeto computacional denominado “paquete”. In this paper we present a collection of functions that can be used to implement a comprehensive Bayesian analysis of a difference of two proportions. For instance, point estimation, credibility intervals and predictive inference are discussed in both scenarios, the priori and posteriori exact densities (based in the first Appell hypergeometric function) and the simulated densities (based in a Markov chain Monte Carlo algorithm). We have chosen to implement the suite of functions using the R statistical software because it is freely available, runs on multiple platforms and allows to compress the functions into a single computational object named “package”.

Suggested Citation

  • Gutiérrez Rojas, Hugo Andrés & Zhang, Hanwen, 2009. "Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 8(1), pages 50-70, December.
  • Handle: RePEc:pab:rmcpee:v:8:y:2009:i:1:p:50-70
    as

    Download full text from publisher

    File URL: http://www.upo.es/RevMetCuant/art31.pdf
    Download Restriction: no

    File URL: http://www.upo.es/RevMetCuant/art31.txt
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    estimación; funciones en R; inferencia bayesiana; proporciones; Bayesian inference; estimation; proportions; R functions;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pab:rmcpee:v:8:y:2009:i:1:p:50-70. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Publicación Digital - UPO (email available below). General contact details of provider: https://edirc.repec.org/data/dmupoes.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.