arXiv subjects

Murray Aitkin

Publications and source records attributed to Murray Aitkin.

2 recordsLinked to original sources

arXiv2019

The Universal model and prior: multinomial GLMs

This paper generalises the exponential family GLM to allow arbitrary distributions for the response variable. This is achieved by combining the model-assisted regression approach from survey sampling with the GLM scoring algorithm, weighted by random draws from the posterior Dirichlet distribution of the support point probabilities of the multinomial distribution. The generalisation provides fully Bayesian analyses from the posterior sampling, without MCMC. Several examples are given, of published GLM data sets. The approach can be extended widely: an example of a GLMM extension is given.

stat.ME↗

arXiv2009

Bayesian model comparison and model averaging for small-area estimation

This paper considers small-area estimation with lung cancer mortality data, and discusses the choice of upper-level model for the variation over areas. Inference about the random effects for the areas may depend strongly on the choice of this model, but this choice is not a straightforward matter. We give a general methodology for both evaluating the data evidence for different models and averaging over plausible models to give robust area effect distributions. We reanalyze the data of Tsutakawa [Biometrics 41 (1985) 69--79] on lung cancer mortality rates in Missouri cities, and show the differences in conclusions about the city rates from this methodology.

stat.AP↗