Generalized linear models with random effects in the two-parameter exponential family

作者：Cepeda Cuervo Edilberto^*; Migon Helio S; Garrido Liliana; Achcar Jorge A

来源：Journal of Statistical Computation and Simulation, 2014, 84(3): 513-525.

DOI：10.1080/00949655.2012.717292

• double generalized linear models
• stochastic models
• Bayesian methodology
• biparametric exponential family

In this paper, we develop a new class of double generalized linear models, introducing a random-effect component in the link function describing the linear predictor related to the precision parameter. This is a useful procedure to take into account extra variability and also to make the model more robust. The Bayesian paradigm is adopted to make inference in this class of models. Samples of the joint posterior distribution are drawn using standard Monte Carlo Markov Chain procedures. Finally, we illustrate this algorithm by considering simulated and real data sets.

• 出版日期2014-3-4