Estimation and model selection in Dirichlet regression.

Autor: Camargo, André P., Stern, Julio M., Lauretto, Marcelo S.
Předmět:
Zdroj: AIP Conference Proceedings; 5/3/2012, Vol. 1443 Issue 1, p206-213, 8p, 3 Graphs
Abstrakt: We study Compositional Models based on Dirichlet Regression where, given a (vector) covariate x, one considers the response variable y = (y1,...,yD) to be a positive vector with a conditional Dirichlet distribution, y|x D(α1(x)...αD(x)). We introduce a new method for estimating the parameters of the Dirichlet Covariate Model when αj(x) is a linear model on x, and also propose a Bayesian model selection approach. We present some numerical results which suggest that our proposals are more stable and robust than traditional approaches. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index