Published

2019-01-01

A Bayesian Approach to Mixed Gamma Regression Models

Una aproximacion bayesiana para modelos de regresion mixtos Gamma

DOI:

https://doi.org/10.15446/rce.v42n1.69334

Keywords:

Bayesian analysis, Gamma distribution, Gamma regression, Mixed models (en)
Análisis bayesiano, Distribución Gamma, Regresión Gamma, Modelos mixtos (es)

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Authors

  • Marta Lucia Corrales Univerisdad Sergio Arboleda
  • Edilberto Cepeda-Cuervo
Gamma regression models are a suitable choice to model continuous variables that take positive real values. This paper presents a gamma regression model with mixed effects from a Bayesian approach. We use the parametrisation of the gamma distribution in terms of the mean and the shape parameter, both of which are modelled through regression structures that may involve fixed and random effects.  A computational implementation via Gibbs sampling is provided and illustrative examples (simulated and real data) are presented.
Los modelos de regresión gamma son una opción adecuada para modelar variables continuas que toman valores reales positivos. Este artículo presenta un modelo de regresión gamma con efectos mixtos desde un enfoque bayesiano. Utilizamos la parametrización de la distribución gamma en términos de la media y el parámetro de forma, los cuales se modelan a través de estructuras de regresión que pueden involucrar efectos fijos y aleatorios. Se proporciona una implementación computacional a través del muestreo de Gibbs y se presentan ejemplos ilustrativos (datos simulados y reales).

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How to Cite

A Bayesian Approach to Mixed Gamma Regression Models. (2019). Revista Colombiana De Estadística, 42(1), 81-99. https://doi.org/10.15446/rce.v42n1.69334

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