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Abstract Details
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Activity Number:
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352
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Type:
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Contributed
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Date/Time:
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Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Bayesian Statistical Science
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| Abstract - #305331 |
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Title:
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Comparison of Credible Sets and Confidence Intervals for a Bivariate Discrete and Continuous Model
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Author(s):
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Ross Bray*+ and John W. Seaman, PhD and James Stamey
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Companies:
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Baylor University and Baylor University and Baylor University
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Address:
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8008 Rio Vista Dr., Woodway, TX, 76712, United States
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Keywords:
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Bayesian ;
MCMC ;
MLE
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Abstract:
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We compare Bayesian credible sets and frequentist confidence intervals in a simulated clinical trial setting for a bivariate model with one binary and one continuous response. The marginal distribution of the binary response is given a Bernoulli distribution with a logit link function and the conditional distribution of the continuous response given the binary response is given a normal distribution with a linear link function. In the simulation the Bayesian credible sets were obtained through Markov chain Monte Carlo methods using OpenBUGS through R. Maximum likelihood estimates were obtained using a modified Fisher's scoring algorithm as well as iterative reweighted least squares.
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