Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors

Choosing the Link Function and Accounting for Link Uncertainty in Generalized Linear Models using Bayes Factors

Approximate Bayes Factors and Accounting for Model Uncertainty in Generalized Linear Models

Ways of obtaining approximate Bayes factors for generalized linear models are described, based on the Laplace method for integrals. I propose a new approximation which uses only the output of standard computer programs such as GLIM; this appears to be quite accurate. A reference set of proper priors is suggested, both to represent the situation where there is not much prior information, and to ...

Approximate Bayes factors and accounting for model uncertainty in generalised linear models

Ways of obtaining approximate Bayes factors for generalised linear models are described, based on the Laplace method for integrals. We propose a new approximation which uses only the output of standard computer programs for estimating generalised linear models; this appears to be quite accurate. A reference set of proper priors is suggested, both to represent the situation where there is not mu...

The Probit Link Function in Generalized Linear Models for Data Mining Applications

The use of logistic regression for outcome classification of dichotomous variables is well known in data mining applications. The estimated probability of the logit transformation belongs to the class of canonical link functions that follow from particular probability distribution functions. A closely related model is the probit link which can be used for binary responses. Although the probit l...

On Selecting Parametric Link Transformation Families in Generalized Linear Models

The use of parametric link transformation families in generalized linear models (GLM) has been shown to improve substantially the t of standard analyses using a xed link in some data sets (see Czado 1993], for example). When link and regression parameters are globally orthogonal (Cox and Reid 1987]), then the variance innation of the regression parameter estimates due to the additional estimati...