Bayesian and frequentist regression methods / Jon Wakefield.
Bayesian and Frequentist Regression Methods provides a modern account of both Bayesian and frequentist methods of regression analysis. Many texts cover one or the other of the approaches, but this is the most comprehensive combination of Bayesian and frequentist methods that exists in one place. The...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer,
©2013.
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| Series: | Springer series in statistics.
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| Subjects: |
MARC
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| 245 | 1 | 0 | |a Bayesian and frequentist regression methods / |c Jon Wakefield. |
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| 490 | 1 | |a Springer series in statistics, |x 0172-7397. | |
| 505 | 0 | 0 | |t Inferential Approaches -- |t Frequentist Inference -- |t Bayesian Inference -- |t Hypothesis Testing and Variable Selection -- |t Independent Data -- |t Linear Models -- |t General Regression Models -- |t Binary Data Models -- |t Dependent Data -- |t Linear Models -- |t General Regression Models -- |t Nonparametric Modeling -- |t Preliminaries for Nonparametric Regression -- |t Spline and Kernel Methods -- |t Nonparametric Regression with Multiple Predictors -- |g Appendices -- |t Differentiation of Matrix Expressions -- |t Matrix Results -- |t Some Linear Algebra -- |t Probability Distributions and Generating Functions -- |t Functions of Normal Random Variables -- |t Some Results from Classical Statistics -- |t Basic Large Sample Theory. |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a Bayesian and Frequentist Regression Methods provides a modern account of both Bayesian and frequentist methods of regression analysis. Many texts cover one or the other of the approaches, but this is the most comprehensive combination of Bayesian and frequentist methods that exists in one place. The two philosophical approaches to regression methodology are featured here as complementary techniques, with theory and data analysis providing supplementary components of the discussion. In particular, methods are illustrated using a variety of data sets. The majority of the data sets are drawn from biostatistics but the techniques are generalizable to a wide range of other disciplines. While the philosophy behind each approach is discussed, the book is not ideological in nature and an emphasis is placed on practical application. It is shown that, in many situations, careful application of the respective approaches can lead to broadly similar conclusions. To use this text, the reader requires a basic understanding of calculus and linear algebra, and introductory courses in probability and statistical theory. The book is based on the author's experience teaching a graduate sequence in regression methods. The book website contains all of the code to reproduce all of the analyses and figures contained in the book. | ||
| 650 | 0 | |a Regression analysis |x Mathematical models. | |
| 650 | 0 | |a Bayesian statistical decision theory. | |
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| 650 | 7 | |a Regression analysis |x Mathematical models. |2 fast |0 (OCoLC)fst01093277. | |
| 830 | 0 | |a Springer series in statistics. | |
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