JSM 2004 - Toronto

Abstract #302032

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Activity Number: 414
Type: Contributed
Date/Time: Thursday, August 12, 2004 : 8:30 AM to 10:20 AM
Sponsor: Section on Bayesian Statistical Science
Abstract - #302032
Title: Directional Approach to Assessing Likelihood Stability
Author(s): Michael B. Brimacombe*+
Companies: New Jersey Medical School - UMDNJ
Address: 185 S. Orange Ave. (MSB F-647), Newark, NJ, 07101-1709,
Keywords: likelihood ; Weibull ; logistic regression ; posterior ; high dimensions
Abstract:

In many modeling applications where the underlying statistical model is inherently nonlinear--for example, logistic regression and weibull based survival analysis--the stability of the likelihood function is an issue affecting the robustness of inferences in both Bayesian and frequentist-likelihood settings. The use of directional assessment of the joint posterior density is shown to provide a useful global geometric setting for assessing these issues relevant to all likelihood-based approaches. The basic tool is a conditional-directional distribution that can be used to examine the shape of the likelihood-posterior in specific directions out from its mode. The obtained distribution can then be compared to that expected under typical asymptotic assumptions or stabilizing reparameterization. Examples drawn from logistic regression and survival analysis are discussed as are issues of graphical representation.

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