On bayesian analysis of generalized linear models using the Jacobian technique

American Statistician

Volumn 60, Issue 3, 2006, Pages 264-268

  Das, Sourish ^a   Dey, Dipak K ^a  

^a UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Bernstein von Mises theorem; Canonical Link; Conjugate prior; Log link; Natural exponential family; Posterior mode; Regression parameter

Indexed keywords

EID: 33747479887     PISSN: 00031305     EISSN: None     Source Type: Journal    
DOI: 10.1198/000313006X128150     Document Type: Article

References (5)

1. Agresti, A.(2002), Categorical Data Analysis (2nd ed.), New York: Wiley.
2. Diaconis, P., and Ylvisaker, D. (1979), "Conjugate Priors for Exponential Families," The Annals of Statistics, 17, 269-281.
3. Ferguson, T. S. (1996), A Course in Large Sample Theory, London: Chapman and Hall.
4. Ibrahim, J., and Laud, P. (1991), "On Bayesian Analysis of Generalized Linear Model Using Jeffrey's Prior," Journal of American Statistical Association, 86, 981-986.
5. McCullagh, P., and Nelder, J. A. (1989), Generalized Linear Models, London: Chapman and Hall.