相关计数数据的马尔可夫链蒙特卡洛分析

Markov Chain Monte Carlo Analysis of Correlated Count Data

Journal of Business & Economic Statistics · 2001
被引 246
人大 AABS 4

中文导读

提出一类模型,用相关潜在效应表示计数数据间的相关性,并开发了高效的马尔可夫链蒙特卡洛算法进行估计,适用于多元正态和多元t分布假设,通过两个实际数据示例展示方法。

Abstract

This article is concerned with the analysis of correlated count data. A class of models is proposed in which the correlation among the counts is represented by correlated latent effects. Special cases of the model are discussed and a tuned and efficient Markov chain Monte Carlo algorithm is developed to estimate the model under both multivariate normal and multivariate-t assumptions on the latent effects. The methods are illustrated with two real data examples of six and sixteen variate correlated counts.

马尔可夫链蒙特卡洛相关计数数据潜变量模型多元t分布