• Title/Summary/Keyword: Hierarchical Bayes Model

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Hierarchical Bayes Analysis of Smoking and Lung Cancer Data

  • Oh, Man-Suk;Park, Hyun-Jin
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.115-128
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    • 2002
  • Hierarchical models are widely used for inference on correlated parameters as a compromise between underfitting and overfilling problems. In this paper, we take a Bayesian approach to analyzing hierarchical models and suggest a Markov chain Monte Carlo methods to get around computational difficulties in Bayesian analysis of the hierarchical models. We apply the method to a real data on smoking and lung cancer which are collected from cities in China.

Hierarchical Bayesian Analysis for Stress-Strength Model in Normal Case

  • Lee, In-Suk;Cho, Jang-Sik;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.127-137
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    • 2000
  • In this paper, we consider hierarchical Bayesian analysis for P(Y < X) using Gibbs sampler, where X and Y are independent normal distributions with unknown means and variances, respectively. Also numerical study using real data is provided.

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BAYES EMPIRICAL BAYES ESTIMATION OF A PROPORT10N UNDER NONIGNORABLE NONRESPONSE

  • Choi, Jai-Won;Nandram, Balgobin
    • Journal of the Korean Statistical Society
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    • v.32 no.2
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    • pp.121-150
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    • 2003
  • The National Health Interview Survey (NHIS) is one of the surveys used to assess the health status of the US population. One indicator of the nation's health is the total number of doctor visits made by the household members in the past year, There is a substantial nonresponse among the sampled households, and the main issue we address here is that the nonrespones mechanism should not be ignored because respondents and nonrespondents differ. It is standard practice to summarize the number of doctor visits by the binary variable of no doctor visit versus at least one doctor visit by a household for each of the fifty states and the District of Columbia. We consider a nonignorable nonresponse model that expresses uncertainty about ignorability through the ratio of odds of a household doctor visit among respondents to the odds of doctor visit among all households. This is a hierarchical model in which a nonignorable nonresponse model is centered on an ignorable nonresponse model. Another feature of this model is that it permits us to "borrow strength" across states as in small area estimation; this helps because some of the parameters are weakly identified. However, for simplicity we assume that the hyperparameters are fixed but unknown, and these hyperparameters are estimated by the EM algorithm; thereby making our method Bayes empirical Bayes. Our main result is that for some of the states the nonresponse mechanism can be considered non-ignorable, and that 95% credible intervals of the probability of a household doctor visit and the probability that a household responds shed important light on the NHIS.

Bayes tests of independence for contingency tables from small areas

  • Jo, Aejung;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.1
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    • pp.207-215
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    • 2017
  • In this paper we study pooling effects in Bayesian testing procedures of independence for contingency tables from small areas. In small area estimation setup, we typically use a hierarchical Bayesian model for borrowing strength across small areas. This techniques of borrowing strength in small area estimation is used to construct a Bayes test of independence for contingency tables from small areas. In specific, we consider the methods of direct or indirect pooling in multinomial models through Dirichlet priors. We use the Bayes factor (or equivalently the ratio of the marginal likelihoods) to construct the Bayes test, and the marginal density is obtained by integrating the joint density function over all parameters. The Bayes test is computed by performing a Monte Carlo integration based on the method proposed by Nandram and Kim (2002).

Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1241-1247
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    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

Semiparametric Bayesian Estimation under Structural Measurement Error Model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Communications for Statistical Applications and Methods
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    • v.17 no.4
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    • pp.551-560
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    • 2010
  • This paper considers a Bayesian approach to modeling a flexible regression function under structural measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under structural measurement error model without a semiparametric component.

Semiparametric Bayesian estimation under functional measurement error model

  • Hwang, Jin-Seub;Kim, Dal-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.2
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    • pp.379-385
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    • 2010
  • This paper considers Bayesian approach to modeling a flexible regression function under functional measurement error model. The regression function is modeled based on semiparametric regression with penalized splines. Model fitting and parameter estimation are carried out in a hierarchical Bayesian framework using Markov chain Monte Carlo methodology. Their performances are compared with those of the estimators under functional measurement error model without semiparametric component.

Hierarchical Bayesian Analysis of Spatial Data with Application to Disease Mapping

  • Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • v.6 no.3
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    • pp.781-790
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    • 1999
  • In this paper we consider estimation of cancer incidence rates for local areas. The raw estimates usually are based on small sample sizes and hence are usually unreliable. A hierarchical Bayes generalized linear model is used which connects the local areas thereby enabling one to 'borrow strength' Random effects with pairwise difference priors model the spatial structure in the data. The methods are applied to cancer incidence estimation for census tracts in a certain region of the state of New York.

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Multivariable Bayesian curve-fitting under functional measurement error model

  • Hwang, Jinseub;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1645-1651
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    • 2016
  • A lot of data, particularly in the medical field, contain variables that have a measurement error such as blood pressure and body mass index. On the other hand, recently smoothing methods are often used to solve a complex scientific problem. In this paper, we study a Bayesian curve-fitting under functional measurement error model. Especially, we extend our previous model by incorporating covariates free of measurement error. In this paper, we consider penalized splines for non-linear pattern. We employ a hierarchical Bayesian framework based on Markov Chain Monte Carlo methodology for fitting the model and estimating parameters. For application we use the data from the fifth wave (2012) of the Korea National Health and Nutrition Examination Survey data, a national population-based data. To examine the convergence of MCMC sampling, potential scale reduction factors are used and we also confirm a model selection criteria to check the performance.

Bayesian Analysis of Multivariate Threshold Animal Models Using Gibbs Sampling

  • Lee, Seung-Chun;Lee, Deukhwan
    • Journal of the Korean Statistical Society
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    • v.31 no.2
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    • pp.177-198
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    • 2002
  • The estimation of variance components or variance ratios in linear model is an important issue in plant or animal breeding fields, and various estimation methods have been devised to estimate variance components or variance ratios. However, many traits of economic importance in those fields are observed as dichotomous or polychotomous outcomes. The usual estimation methods might not be appropriate for these cases. Recently threshold linear model is considered as an important tool to analyze discrete traits specially in animal breeding field. In this note, we consider a hierarchical Bayesian method for the threshold animal model. Gibbs sampler for making full Bayesian inferences about random effects as well as fixed effects is described to analyze jointly discrete traits and continuous traits. Numerical example of the model with two discrete ordered categorical traits, calving ease of calves from born by heifer and calving ease of calf from born by cow, and one normally distributed trait, birth weight, is provided.