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Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling

Author

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  • P. Dellaportas
  • A. F. M. Smith

Abstract

It is shown that Gibbs sampling, making systematic use of an adaptive rejection algorithm proposed by Gilks and Wild, provides a straightforward computational procedure for Bayesian inferences in a wide class of generalized linear and proportional hazards models.

Suggested Citation

  • P. Dellaportas & A. F. M. Smith, 1993. "Bayesian Inference for Generalized Linear and Proportional Hazards Models Via Gibbs Sampling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(3), pages 443-459, September.
    • Handle: RePEc:bla:jorssc:v:42:y:1993:i:3:p:443-459
    DOI: 10.2307/2986324
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    Cited by:

    1. David B. Dunson, 2001. "Bayesian Modeling of the Level and Duration of Fertility in the Menstrual Cycle," Biometrics, The International Biometric Society, vol. 57(4), pages 1067-1073, December.
    2. K J Wilson & M Farrow, 2010. "Bayes linear kinematics in the analysis of failure rates and failure time distributions," Journal of Risk and Reliability, , vol. 224(4), pages 309-321, December.
    3. Garth Holloway & Donald Lacombe & James P. LeSage, 2007. "Spatial Econometric Issues for Bio‐Economic and Land‐Use Modelling," Journal of Agricultural Economics, Wiley Blackwell, vol. 58(3), pages 549-588, September.
    4. Natalia Isachenkova & Melvyn Weeks, 2009. "Acquisition, Involvency and Managers in UK Small Companies," Working Papers wp390, Centre for Business Research, University of Cambridge.
    5. D. G. T. Denison & C. C. Holmes, 2001. "Bayesian Partitioning for Estimating Disease Risk," Biometrics, The International Biometric Society, vol. 57(1), pages 143-149, March.
    6. Dorinth van Dijk, 2019. "Local Constant-Quality Housing Market Liquidity Indices," DNB Working Papers 637, Netherlands Central Bank, Research Department.
    7. Insua, David Rios & Ruggeri, Fabrizio & Soyer, Refik & Wilson, Simon, 2020. "Advances in Bayesian decision making in reliability," European Journal of Operational Research, Elsevier, vol. 282(1), pages 1-18.
    8. Isachenkova, N. & Weeks, M., 2008. "Acquisition, Insolvency and Managers in UK Small Companies," Cambridge Working Papers in Economics 0838, Faculty of Economics, University of Cambridge.
    9. Szu Hui Ng & Stephen E. Chick, 2004. "Design of follow‐up experiments for improving model discrimination and parameter estimation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(8), pages 1129-1148, December.
    10. David Dunson, 2003. "Incorporating heterogeneous intercourse records into time to pregnancy models," Mathematical Population Studies, Taylor & Francis Journals, vol. 10(2), pages 127-143.
    11. Se Yoon Lee, 2022. "Bayesian Nonlinear Models for Repeated Measurement Data: An Overview, Implementation, and Applications," Mathematics, MDPI, vol. 10(6), pages 1-51, March.
    12. Néli Maria Costa Mattos & Hélio Santos Migon, 2001. "A Bayesian Analysis of Reliability in Accelerated Life Tests Using Gibbs Sampler," Computational Statistics, Springer, vol. 16(2), pages 299-312, July.
    13. Bradley P. Carlin & James S. Hodges, 1999. "Hierarchical Proportional Hazards Regression Models for Highly Stratified Data," Biometrics, The International Biometric Society, vol. 55(4), pages 1162-1170, December.

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