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用于二分量化反应数据的新偏斜连接模型

A New Skewed Link Model for Dichotomous Quantal Response Data

Journal of the American Statistical Association · 1999
被引 53
ABS 4

中文导读

提出一种新的偏斜连接模型来分析带协变量的二元响应数据,通过贝叶斯方法利用历史数据改进模型拟合,并通过前列腺癌数据验证其有效性。

Abstract

Abstract The logit, probit, and student t-links are widely used in modeling dichotomous quantal response data. Most of the commonly used link functions are symmetric, except the complementary log-log link. However, in some applications the overall fit can be significantly improved by the use of an asymmetric link. In this article we propose a new skewed link model for analyzing binary response data with covariates. Introducing a skewed distribution for the underlying latent variable, we develop a class of asymmetric link models for binary response data. Using a Bayesian approach, we first characterize the propriety of the posterior distributions using standard improper priors. We further propose informative priors using historical data from a similar previous study. We examine the proposed method through a large-scale simulation study and use data from a prostate cancer study to demonstrate the use of historical data in Bayesian model fitting and comparison of skewed link models.

计量经济学贝叶斯统计生物统计机器学习