bglm-package: Bayesian estimation in glm is implemented via Metropolis...

In bglm: Bayesian Estimation in Generalized Linear Models

Description

The package provides functions which perform Bayesian estimation via Metropolis-Hastings algorithm in generalized linear models.

Details

Package:	bglm
Type:	Package
Version:	1.0
Date:	2014-10-29
License:	GPL-2
Depends:	mvtnorm

Author(s)

Nicolas Molano-Gonzalez, Edilberto Cepeda-Cuervo

Maintainer: Nicolas Molano-Gonzalez <[e-mail]>

References

Gamerman, D. 1997. Sampling from the posterior distribution in generalized linear mixed models. Statistics and Computing, 7, 57-68.

Examples

library(faraway)
data(babyfood)
summary(babyfood)
g2<- glm(cbind(disease, nondisease) ~ sex+food,family=binomial,babyfood)
#####use N > 8000 for more accurate results
bmen<-binommh(disease~ sex+food,babyfood$disease+babyfood$nondisease,N=1000,
data=babyfood)
data.frame(R.coef=coef(g2),R.sd=sqrt(diag(summary(g2)$cov.unscaled)),
           mh.mean=apply(bmen$chain,2,mean),mh.sd=apply(bmen$chain,2,sd))

Example output

Loading required package: mvtnorm
    disease        nondisease      sex        food  
 Min.   :16.00   Min.   :111.0   Boy :3   Bottle:2  
 1st Qu.:22.00   1st Qu.:180.0   Girl:3   Breast:2  
 Median :39.00   Median :358.5            Suppl :2  
 Mean   :39.67   Mean   :306.0                      
 3rd Qu.:47.75   3rd Qu.:420.0                      
 Max.   :77.00   Max.   :447.0                      
                R.coef      R.sd    mh.mean      mh.sd
(Intercept) -1.6127038 0.1124100 -1.6304421 0.05709493
sexGirl     -0.3125528 0.1410397 -0.3026019 0.06999519
foodBreast  -0.6692946 0.1530057 -0.6710544 0.07394914
foodSuppl   -0.1725424 0.2055847 -0.1953992 0.11263090

bglm documentation built on May 30, 2017, 1:23 a.m.