Objective Bayesian analysis of the 2 x 2 contingency table and the negative binomial distribution
In Bayesian analysis, the “objective” Bayesian approach seeks to select a prior distribution not by using (often subjective) scientific belief or by mathematical convenience, but rather by deriving it under a pre-specified criteria. This approach takes the decision of prior selection out of the hands of the researcher. Ideally, for a given data model, we would like to have a prior which represents a "neutral" prior belief in the phenomenon we are studying. In categorical data analysis, the odds ratio is one of several approaches to quantify how strongly the presence or absence of one property is associated with the presence or absence of another property. In this project, we present a Reference prior for the odds ratio of an unrestricted 2 x 2 table. Posterior simulation can be conducted without MCMC and is implemented on a GPU via the CUDA extensions for C. Simulation results indicate that the proposed approach to this problem is far superior to the widely used Frequentist approaches that dominate this area. Real data examples also typically yield much more sensible results, especially for small sample sizes or for tables that contain zeros. An R package is also presented to allow for easy implementation of this methodology. Next, we develop an approximate reference prior for the negative binomial distribution, applying this methodology to a continuous parameterization often used for modeling over-dispersed count data as well as the typical discrete case. Results indicate that the developed prior equals the performance of the MLE in estimating the mean of the distribution but is far superior when estimating the dispersion parameter.
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