Titre : | Random effect and latent variable model selection | Type de document : | texte imprimé | Auteurs : | David B. DUNSON, Editeur scientifique | Editeur : | Springer Verlag | Année de publication : | Cop. 2008 | Collection : | Lecture notes in statistics num. 192 | Importance : | VII-169 p. | ISBN/ISSN/EAN : | 978-0-387-76720-8 | Langues : | Anglais | Mots-clés : | variable latente donnée aléatoire méthode bayésienne | Résumé : | This book presents state of the art methods for accommodating model uncertainty in random effects and latent variable models. It will appeal to students, applied data analysts, and experienced researchers. The chapters are based on the contributors’ research, with mathematical details minimized using applications-motivated descriptions.
The first part of the book focuses on frequentist likelihood ratio and score tests for zero variance components. Contributors include Xihong Lin, Daowen Zhang and Ciprian Crainiceanu.
The second part focuses on Bayesian methods for random effects selection in linear mixed effects and generalized linear mixed models. Contributors include David Dunson and collaborators Bo Cai and Saki Kinney.
The final part focuses on structural equation models, with Peter Bentler and Jiajuan Liang presenting a frequentist approach, Sik-Yum Lee and Xin-Yuan Song presenting a Bayesian approach based on path sampling, and Joyee Ghosh and David Dunson proposing a method for default prior specification and efficient posterior computation. | Note de contenu : | index, références |
Random effect and latent variable model selection [texte imprimé] / David B. DUNSON, Editeur scientifique . - [S.l.] : Springer Verlag, Cop. 2008 . - VII-169 p.. - ( Lecture notes in statistics; 192) . ISBN : 978-0-387-76720-8 Langues : Anglais Mots-clés : | variable latente donnée aléatoire méthode bayésienne | Résumé : | This book presents state of the art methods for accommodating model uncertainty in random effects and latent variable models. It will appeal to students, applied data analysts, and experienced researchers. The chapters are based on the contributors’ research, with mathematical details minimized using applications-motivated descriptions.
The first part of the book focuses on frequentist likelihood ratio and score tests for zero variance components. Contributors include Xihong Lin, Daowen Zhang and Ciprian Crainiceanu.
The second part focuses on Bayesian methods for random effects selection in linear mixed effects and generalized linear mixed models. Contributors include David Dunson and collaborators Bo Cai and Saki Kinney.
The final part focuses on structural equation models, with Peter Bentler and Jiajuan Liang presenting a frequentist approach, Sik-Yum Lee and Xin-Yuan Song presenting a Bayesian approach based on path sampling, and Joyee Ghosh and David Dunson proposing a method for default prior specification and efficient posterior computation. | Note de contenu : | index, références |
| ![Random effect and latent variable model selection vignette](https://math22.math.univ-montp2.fr/images/vide.png) |