• 论文 •

### 带有不可忽略缺失数据的半参数再生散度模型的贝叶斯分析

1. (1)浙江湖州师范学院, 湖州 313000;(2)云南大学统计系, 昆明 650091
• 收稿日期:2009-01-12 修回日期:1900-01-01 出版日期:2010-10-25 发布日期:2011-10-14

CHEN Xuedong;TANG Niansheng. Bayesian Analysis for Semiparametric Reproductive Dispersion Models with Nonignorably Missing Data[J]. Journal of Systems Science and Mathematical Sciences, 2010, 30(10): 1334-1350.

### Bayesian Analysis for Semiparametric Reproductive Dispersion Models with Nonignorably Missing Data

CHEN Xuedong(1), TANG Niansheng(2)

1. (1)Faculty of Science, Huzhou Normal College, Huzhou 313000;(2)Department of Statistics, Yunnan University, Kunming 650091
• Received:2009-01-12 Revised:1900-01-01 Online:2010-10-25 Published:2011-10-14

Semiparametric reproductive dispersion model (SRDNM) is an extension of reproductive dispersion models and semiparametric regression models, and includes generalized partial linear model and semiparametric generalized linear model as its special cases. A method is proposed to obtain Bayesian estimation
and to select appropriate model based on Bayes factor for such model
with missing data both in covariate and response. Firstly, nonparametric components are fitted by penalized-splines and a Bayesian hierarchical model is set to model smooth parameters, then latent variables are introduced and the collapsed Gibbs sampler is implemented in order to improve the mixing and
robustness of MCMC. Finally, simulation and real datasets are presented to illustrate the proposed methods.

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