Quotation Frühwirth-Schnatter, Sylvia, Wagner, Helga. 2005. Data augmentation and Gibbs sampling for regression models of small counts. Student 5 207-220.


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Abstract

In this article we consider Bayesian analysis of Poisson regression models. Estimation is carried out within a Bayesian framework using data augmentation and MCMC methods. We suggest a new MCMC sampler, which possesses a Gibbs transition kernel, where we draw from full conditional distributions belonging to standard distribution families, only. This Gibbs sampler is applied to a standard Poisson regression model and to a Poisson regression models dealing with overdispersion.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Student
Language English
Title Data augmentation and Gibbs sampling for regression models of small counts
Volume 5
Year 2005
Page from 207
Page to 220

Associations

People
Frühwirth-Schnatter, Sylvia (Details)
External
Wagner, Helga
Organization
Institute for Statistics and Mathematics IN (Details)
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