A Bayesian Approach to Mixed Gamma Regression Models

Author:

Corrales Marta Lucia,Cepeda-Cuervo Edilberto

Abstract

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.

Publisher

Universidad Nacional de Colombia

Subject

Statistics and Probability

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