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Rejoinder to the discussion of 'Sampling schemes for generalized linear Dirichlet process random effects models'

机译:再次参加“广义线性Dirichlet过程随机效应模型的采样方案”的讨论

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We thank the discussants for their thoughtful comments, and the Editor for giving us an opportunity to reply. We will address each set of comments separately. Professor Guha discusses an alternative strategy to fitting the models, using a Laplace approximation to the likelihood for fitting the logistic, probit, and loglin-ear models. Using the same simulation strategy that we used, he displays acf plots that are comparable to ours, even showing lower autocorrelation. This is quite nice, and shows that the Laplace approximation has promise. His extension of the log linear model, to account for unequal variances, is also a good alternative and, of course, can be incorporated into our Metropolis-Hastings algorithm.
机译:我们感谢讨论者的深思熟虑,以及编辑给我们提供回复的机会。我们将分别处理每组评论。 Guha教授讨论了一种拟合模型的替代策略,即使用Laplace近似来拟合Logistic,Probit和Loglin-ear模型。使用与我们相同的仿真策略,他显示的acf图与我们的图相当,甚至显示出较低的自相关。这非常好,表明Laplace逼近很有希望。他对数线性模型的扩展(考虑到不等式的方差)也是一个不错的选择,当然,可以将其合并到Metropolis-Hastings算法中。

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  • 来源
    《Statistical Methods and Applications》 |2011年第3期|p.303-304|共2页
  • 作者单位

    Department of Statistics, Duksung Women's University, 19 Geunhwagyo-Gil, Dobong Gu, Seoul 132-714, Korea;

    Department of Political Science, and Department of Biostatistics, Washington University, One Brookings Dr., Seigle Hall, St. Louis, MO, USA;

    Department of Statistics, University of Florida, Gainesville, FL 32611, USA;

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