:: Volume 7, Issue 1 (9-2013) ::
JSS 2013, 7(1): 77-102 Back to browse issues page
Bayesian Regression Model with Finite Mixture Bivariate Poisson Response Variable
Afshin Fallah * , Mahsa Nadifar , Ramin Kazemi
Abstract:   (4827 Views)
In this  paper  the  regression analysis with finite mixture bivariate poisson response variable is investigated from the Bayesian point of view. It is shown that  the posterior distribution can not be written in a closed form due to the  complexity of the likelihood function of bivariate Poisson distribution. Hence, the full conditional posterior distributions of the parameters are computed and the Gibbs algorithm is used to sampling from posterior distributions. A simulation study is performed in order to assess the proposed Bayesian model and its efficiency in estimation of the parameters is compared with their frequentist counterparts. Also, a real example presented to illustrate and assess the proposed Bayesian model. The results indicate to the more efficiency of the  estimators resulted from Bayesian  approach than estimators of frequentist approach at least for small sample sizes.
Keywords: Poisson Regression, Mixture Distribution, EM Algorithm
Full-Text [PDF 520 kb]   (1092 Downloads)    
Type of Study: Research | Subject: Spatial Statistics
Received: 2012/01/7 | Accepted: 2013/02/5 | Published: 2013/05/21


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Volume 7, Issue 1 (9-2013) Back to browse issues page