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Bayesian Inference for Mean-Covariance Regression Models with Clustered Data

主  讲  人:沈俊山 博士 (北京大学数学科学学院)
时      间:2015年11月5日 10:30—11:30
地      点:必赢76net线路官网北一区文科楼 707 教室
主 办 单 位:必赢76net线路官网数学科学学院
内 容 介 绍:In this paper, we propose a mean-covariance regression model for clustered data. A mixture model is used to describe the non-normal distribution of the regression errors.  An adjusted Dirichlet process is constructed with the empirical likelihood method and it  can be used as a prior for  mixing distributions with given mean-covariance structure.  Two simulation studies are conducted to evaluate the performance of the proposed method.  Finally, the proposed method is applied to analyze the data from a sleep deprivation study.


 

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