Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial
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DOI: 10.1007/s11749-020-00717-z
Abstract: Selecting a statistical model from a set of competing models is a central issue in the scientific task, and the Bayesian approach to model selection is based on the posterior model distribution, a quantification of… read more here.
Keywords: bayesian model; poisson negative; poisson; model ... See more keywords
Bayesian ridge estimators based on a vine copula-based prior in Poisson and negative binomial regression models
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DOI: 10.1080/00949655.2024.2408351
Abstract: Poisson and negative binomial regressions are popular methods for modelling the relationship between a count variable and explanatory variables. In the presence of multicollinearity, ridge regression is an alternative to the maximum likelihood estimation for… read more here.
Keywords: poisson negative; vine copula; regression; ridge estimators ... See more keywords