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A (poor) Gibbs Sampling Approach to Logistic RegressionPowerPoint Presentation

A (poor) Gibbs Sampling Approach to Logistic Regression

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A (poor) Gibbs Sampling Approach to Logistic Regression

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A (poor) Gibbs Sampling Approach to Logistic Regression

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Kyle Bogdan

Grant Brown

A (poor) Gibbs Sampling Approach to Logistic Regression

- Simulated based on known values of parameters (one covariate, ‘dose’).
- ‘rats’ given different dosages of imaginary chemical, 4 dose groups with 25 rats in each group.
- Data generated three times under different parameters, three chains used for each data set.

- Traditionally, binomial likelihood, prior on logit.
- Full Conditionals have no coherent form.
- Attractive, however, because it eliminates the need to reject iterations

- Groenewald and Mokgatlhe, 2005
- Create Uniform Latent Variables Based on Y[i,j] = 0, 1
- Draws from joint posterior of Betas and U[i,j]
- pi[i] = p(uniform(01) <= logit-1(Beta*x[i]))

- Written in R, refined in Python
- Very inefficient
- Draw new parameter for each Y[i,j] at each iteration

- Three datasets
- Three chains per set
- 1 Million iterations per chain
- Last 500k iterations sent to CODA
- 9m total iterations, 4.5 m analyzed

- Y[i,j]’s given binomial (instead of Bernoulli) likelihood
- Betas regressed on logit of proportion
- Locally uniform priors on beta1 and beta2

model{for (i in 1:N){ r[i] ~ dbin(p[i], n[i]);logit(p[i]) <- (beta1 + beta2*(x[i] - mean(x[]))); r.hat[i] <- (p[i] * n[i]);}beta1 ~ dflat();beta2 ~ dflat();beta1nocenter <- beta1 - beta2*mean(x[]);}

- Uses proportions instead of Individual Y[i,j]’s
- Convergence is Better
- WinBUGS appears more precise (more trials needed)
- Also, much faster.

- Groenewald, Pieter C.N., and Lucky Mokgatlhe. "Bayesian computation for logistic regression.“ Computational Statistics & Data Analysis 48 (2005): 857-68. Science Direct. Elsevier. Web. <http://www.sciencedirect.com/>.
- Professor Cowles