Generalised additive mixed models analysis via gammSlice

Summary We demonstrate the use of our R package, gammSlice, for Bayesian fitting and inference in generalised additive mixed model analysis. This class of models includes generalised linear mixed models and generalised additive models as special cases. Accurate Bayesian inference is achievable via s...

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Veröffentlicht in:Australian & New Zealand journal of statistics 2018-09, Vol.60 (3), p.279-300
Hauptverfasser: Pham, Tung H., Wand, Matt P.
Format: Artikel
Sprache:eng
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Zusammenfassung:Summary We demonstrate the use of our R package, gammSlice, for Bayesian fitting and inference in generalised additive mixed model analysis. This class of models includes generalised linear mixed models and generalised additive models as special cases. Accurate Bayesian inference is achievable via sufficiently large Markov chain Monte Carlo (MCMC) samples. Slice sampling is a key component of the MCMC scheme. Comparisons with existing generalised additive mixed model software shows that gammSlice offers improved inferential accuracy, albeit at the cost of longer computational time. Accurate generalised additive mixed model analyses is challenging. Solutions are provided via a package in the R language. Several illustrations are provided.
ISSN:1369-1473
1467-842X
DOI:10.1111/anzs.12241