In this paper, we consider a special finite mixture model named Combination of Uniform and shifted Binomial (CUB), recently introduced in the statistical literature to analyse ordinal data expressing the preferences of raters with regards to items or services. Our aim is to develop a variable selection procedure for this model using a Bayesian approach. Bayesian methods for variable selection and model choice have become increasingly popular in recent years, due to advances in Markov chain Monte Carlo computational algorithms. Several methods have been proposed in the case of linear and generalized linear models (GLM). In this paper, we adapt to the CUB model some of these algorithms: the Kuo–Mallick method together with its ‘metropolized’ version and the Stochastic Search Variable Selection method. Several simulated examples are used to illustrate the algorithms and to compare their performance. Finally, an application to real data is introduced.

Deldossi, L., Paroli, R., Bayesian variable selection in a class of mixture models for ordinal data: a comparative study, <<JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION>>, 2015; 85 (10): 1926-1944. [doi:10.1080/03610926.2013.823208] [http://hdl.handle.net/10807/56603]

Bayesian variable selection in a class of mixture models for ordinal data: a comparative study

Deldossi;Laura; Paroli
2015

Abstract

In this paper, we consider a special finite mixture model named Combination of Uniform and shifted Binomial (CUB), recently introduced in the statistical literature to analyse ordinal data expressing the preferences of raters with regards to items or services. Our aim is to develop a variable selection procedure for this model using a Bayesian approach. Bayesian methods for variable selection and model choice have become increasingly popular in recent years, due to advances in Markov chain Monte Carlo computational algorithms. Several methods have been proposed in the case of linear and generalized linear models (GLM). In this paper, we adapt to the CUB model some of these algorithms: the Kuo–Mallick method together with its ‘metropolized’ version and the Stochastic Search Variable Selection method. Several simulated examples are used to illustrate the algorithms and to compare their performance. Finally, an application to real data is introduced.
Inglese
Deldossi, L., Paroli, R., Bayesian variable selection in a class of mixture models for ordinal data: a comparative study, <<JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION>>, 2015; 85 (10): 1926-1944. [doi:10.1080/03610926.2013.823208] [http://hdl.handle.net/10807/56603]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/56603
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