Bayesian fractional polynomials

نویسندگان

  • Daniel Sabanés Bové
  • Leonhard Held
چکیده

This paper sets out to implement the Bayesian paradigm for fractional polynomial models under the assumption of normally distributed error terms. Fractional polynomials widen the class of ordinary polynomials and offer an additive and transportable modelling approach. The methodology is based on a Bayesian linear model with a quasi-default hyper-g prior and combines variable selection with parametric modelling of additive effects. A Markov chain Monte Carlo algorithm for the exploration of the model space is presented. This theoretically well-founded stochastic search constitutes a substantial improvement to ad hoc stepwise procedures for the fitting of fractional polynomial models. The method is applied to a data set on the relationship between ozone levels and meteorological parameters, previously analysed in the literature. other k − 1 covariates are fixed. Formally, this is η(x) := E(y |x) = β0 + k

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عنوان ژورنال:
  • Statistics and Computing

دوره 21  شماره 

صفحات  -

تاریخ انتشار 2011