폴랴-감마 잠재변수에 기반한 베이지안 영과잉 음이항 회귀모형: 약학 자료에의 응용

A Bayesian zero-inflated negative binomial regression model based on P\'{o}lya-Gamma latent variables with an application to pharmaceutical data
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초록

For count responses, the situation of excess zeros often occurs in various research fields. Zero-inflated model is a common choice for modeling such count data. Bayesian inference for the zero-inflated model has long been recognized as a hard problem because the form of conditional posterior distribution is not in closed form. Recently, however, Pillow and Scott (2012) and Polson et al. (2013) proposed a Pólya-Gamma data-augmentation strategy for logistic and negative binomial models, facilitating Bayesian inference for the zero-inflated model. We apply Bayesian zero-inflated negative binomial regression model to longitudinal pharmaceutical data which have been previously analyzed by Min and Agresti (2005). To facilitate posterior sampling for longitudinal zero-inflated model, we use the Pólya-Gamma data-augmentation strategy.

키워드

경시적 영과잉 가산자료; 베이지안 추론; 약학 자료; 영과잉 음이항 회귀모형; 폴랴-감마 분포; Bayesian inference; longitudinal zero-inflated count data; pharmaceutical data; Polya-Gamma distribution; zero-inflated negative binomial regression model
제목
폴랴-감마 잠재변수에 기반한 베이지안 영과잉 음이항 회귀모형: 약학 자료에의 응용
제목 (타언어)
A Bayesian zero-inflated negative binomial regression model based on P\'{o}lya-Gamma latent variables with an application to pharmaceutical data
저자
서기태; 황범석
DOI
10.5351/KJAS.2022.35.2.311
발행일
2022-04
유형
Article
저널명
응용통계연구
권
35
호
2
페이지
311 ~ 325