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Title:

Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?

Document type:
Zeitschriftenaufsatz
Author(s):
Gschlößl, S., Czado, C.
Abstract:
A Gibbs sampler for a Poisson regression model including spatial effects is presented and evaluated. The approach is based on that a Poisson regression model can be transformed into an approximate normal linear model by data augmentation using the introduction of two sequences of latent variables. It is shown how this methodology can be extended to spatial Poisson regression models and details of the resulting Gibbs sampler are given. In particular, the influence of model parameterisation and di...     »
Journal title:
Computational Statistics and Data Analysis
Year:
2008
Journal volume:
52
Journal issue:
9
Pages contribution:
4184-4202
Reviewed:
ja
Language:
en
WWW:
http://www.sciencedirect.com/science/article/pii/S0167947308000844
Status:
Verlagsversion / published
Semester:
SS 08
Format:
Text
 BibTeX