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Activity Number: 352
Type: Contributed
Date/Time: Tuesday, July 31, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #305331
Title: Comparison of Credible Sets and Confidence Intervals for a Bivariate Discrete and Continuous Model
Author(s): Ross Bray*+ and John W. Seaman, PhD and James Stamey
Companies: Baylor University and Baylor University and Baylor University
Address: 8008 Rio Vista Dr., Woodway, TX, 76712, United States
Keywords: Bayesian ; MCMC ; MLE

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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