Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

Bayesian Analysis in Generalized Log-Gamma Censored Regression Model

  • Younshik chung (Department of Statistics, Pusan National University) ;
  • Yoomi Kang (Department of Statistics, Pusan National University)
  • Published : 1998.12.01
Download PDF
⟨ Previous Next ⟩

Abstract

For industrial and medical lifetime data, the generalized log-gamma regression model is considered. Then the Bayesian analysis for the generalized log-gamma regression with censored data are explained and following the data augmentation (Tanner and Wang; 1987), the censored data is replaced by simulated data. To overcome the complicated Bayesian computation, Makov Chain Monte Carlo (MCMC) method is employed. Then some modified algorithms are proposed to implement MCMC. Finally, one example is presented.

Keywords

References

  1. Handbook of Mathematical functions Abramowitz, M.;Stegun, I.
  2. Journal of American Statistical Association v.89 Importance-weighted marginal Bayesian posterior density estimation Chen, M. H.
  3. Journal of Econometrics v.51 Bayes Inference in the Tobit censored regression model Chib, S.
  4. Journal of Korean Statistical Society v.26 Sampling based approach to the Bayesian analysis of binary regression model with incomplete data Chung, Y.
  5. Journal of the Royal Statistical Society B v.39 Maximum likelihood from incomplete data via the EM algorithm Dempster, A.P.;Laird, N.;Rudin
  6. Technometrics v.19 A study of distributional shape in life testng Farewell, V.T.;Prentice, R.L.
  7. Journal of the American Statistical Association v.85 Sampling Based Approaches to Calculating Marginal Densities Gelfand, A.E.;Smith, A.F.M.
  8. Statistical Science v.7 Inference from iterative simulation using multiple sequences Gelman, A.;Rubin, D.B.
  9. Journal of the American Statistical Association v.85 Incomplete data in Generalized Linear Model Ibrahim, J.G.
  10. Statistical models and Methods for lifetime Data Lawless, J.F.
  11. Journal of Chemical Physics v.21 Equations of state calculations by fast computing machines Metropolis, N.;Rosenbluth, A.W.;Rosenbluth, M.N.;Teller, A.H.;Teller, E.
  12. Technometrics v.21 A simple method for regression analysis with consored data Schmee, M.J.;Hahn, G.J.
  13. Journal of the American Statistical Association v.82 The Calculation of Posterior Distributions by Data Augmentation Tanner, M.A.;Wong, W.