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Flexible Bayesian Regression Modelling
Yanan Fan,David Nott,Mike S. Smith,Jean-Luc Dortet-Bernadet
- 302 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
Flexible Bayesian Regression Modelling
Yanan Fan,David Nott,Mike S. Smith,Jean-Luc Dortet-Bernadet
About This Book
Flexible Bayesian Regression Modeling is a step-by-step guide to the Bayesian revolution in regression modeling, for use in advanced econometric and statistical analysis where datasets are characterized by complexity, multiplicity, and large sample sizes, necessitating the need for considerable flexibility in modeling techniques. It reviews three forms of flexibility: methods which provide flexibility in their error distribution; methods which model non-central parts of the distribution (such as quantile regression); and finally models that allow the mean function to be flexible (such as spline models). Each chapter discusses the key aspects of fitting a regression model. R programs accompany the methods.
This book is particularly relevant to non-specialist practitioners with intermediate mathematical training seeking to apply Bayesian approaches in economics, biology, finance, engineering and medicine.
- Introduces powerful new nonparametric Bayesian regression techniques to classically trained practitioners
- Focuses on approaches offering both superior power and methodological flexibility
- Supplemented with instructive and relevant R programs within the text
- Covers linear regression, nonlinear regression and quantile regression techniques
- Provides diverse disciplinary case studies for correlation and optimization problems drawn from Bayesian analysis 'in the wild'
Frequently asked questions
Information
Bayesian quantile regression with the asymmetric Laplace distribution
bSchool of Mathematics and Statistics, University of New South Wales, Sydney, NSW, Australia
cDepartamento de Estatistica, Universidade de Brasilia, BrasĂlia, Brazil
Abstract
Keywords
1.1 Introduction
Table of contents
- Cover image
- Title page
- Table of Contents
- Copyright
- Contributors
- Preface
- Chapter 1: Bayesian quantile regression with the asymmetric Laplace distribution
- Chapter 2: A vignette on model-based quantile regression: analysing excess zero response
- Chapter 3: Bayesian nonparametric density regression for ordinal responses
- Chapter 4: Bayesian nonparametric methods for financial and macroeconomic time series analysis
- Chapter 5: Bayesian mixed binary-continuous copula regression with an application to childhood undernutrition
- Chapter 6: Nonstandard flexible regression via variational Bayes
- Chapter 7: Scalable Bayesian variable selection regression models for count data
- Chapter 8: Bayesian spectral analysis regression
- Chapter 9: Flexible regression modelling under shape constraints
- Index