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Bayesian Estimation and Inference for the Generalized Partial Linear Model

• 2015
العودة
معلومات البحث
المؤلفون Haitham M. Yousof; Ahmed M. Gad
الكلمات المفتاحية Generalized Partial Linear Model, Profile Likelihood Method, Generalized Speckman Method, Back-fitting Method, Bayesian Estimation.
المجلة العلمية Not Available
الناشر Not Available
المجلد Not Available
العدد Not Available
الصفحات Not Available
publication.type International
رابط البحث Not Available
المواد المرفقة Not Available
الملخص
In this article we propose a Bayesian regression model called the Bayesian generalized partial linear model which extends the generalized partial linear model. We consider Bayesian estimation and inference of parameters for the generalized partial linear model (GPLM) using some multivariate conjugate prior distributions under the square error loss function. We propose an algorithm for estimating the GPLM parameters using Bayesian theorem in more detail. Finally, comparisons are made between the GPLM estimators using Bayesian approach and the classical approach via a simulation study.