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Dirichlet Process Mixed Generalized Linear Models

Publication ,  Journal Article
Mukhopadhyay, S; Gelfand, AE
Published in: Journal of the American Statistical Association
June 1, 1997

Although generalized linear models (GLM's) are an attractive and widely used class of models, they are limited in the range of density shapes that they can provide. For instance, they are unimodal exponential families of densities in the response variable with tail behavior determined by the implicit mean-variance relationship. Dirichlet process (DP) mixing adds considerable flexibility to these models. Using such mixing, we develop models that we call DPMGLM's, which still retain the GLM character with regard to the mean. Overdispersed GLM's (OGLM's) provide an alternative class of models to cope with extra variability in samples. We show that how OGLM's may be DP mixed, leading to what we call DPMOGLM's. These models are extremely rich. Moreover, recent computational advances enable them to be fitted straightforwardly. We illustrate this with both simulated and real datasets. We also address the question of choosing between the GLM, OGLM, DPMGLM, and DPMOGLM. Finally, we consider extensions, by DP mixing, of hierarchical or multistage GLM's. © 1997 Taylor & Francis Group, LLC.

Duke Scholars

Published In

Journal of the American Statistical Association

DOI

EISSN

1537-274X

ISSN

0162-1459

Publication Date

June 1, 1997

Volume

92

Issue

438

Start / End Page

633 / 639

Related Subject Headings

  • Statistics & Probability
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

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ICMJE
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Mukhopadhyay, S., & Gelfand, A. E. (1997). Dirichlet Process Mixed Generalized Linear Models. Journal of the American Statistical Association, 92(438), 633–639. https://doi.org/10.1080/01621459.1997.10474014
Mukhopadhyay, S., and A. E. Gelfand. “Dirichlet Process Mixed Generalized Linear Models.” Journal of the American Statistical Association 92, no. 438 (June 1, 1997): 633–39. https://doi.org/10.1080/01621459.1997.10474014.
Mukhopadhyay S, Gelfand AE. Dirichlet Process Mixed Generalized Linear Models. Journal of the American Statistical Association. 1997 Jun 1;92(438):633–9.
Mukhopadhyay, S., and A. E. Gelfand. “Dirichlet Process Mixed Generalized Linear Models.” Journal of the American Statistical Association, vol. 92, no. 438, June 1997, pp. 633–39. Scopus, doi:10.1080/01621459.1997.10474014.
Mukhopadhyay S, Gelfand AE. Dirichlet Process Mixed Generalized Linear Models. Journal of the American Statistical Association. 1997 Jun 1;92(438):633–639.

Published In

Journal of the American Statistical Association

DOI

EISSN

1537-274X

ISSN

0162-1459

Publication Date

June 1, 1997

Volume

92

Issue

438

Start / End Page

633 / 639

Related Subject Headings

  • Statistics & Probability
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics