Bayesian inference for linear regression under alpha-skew-normal prior
A study on Bayesian inference for the linear regression model is carried out in the case when the prior distribution for the regression parameters is assumed to follow the alpha-skew-normal distribution. The posterior distribution and its associated full conditional distributions are derived. Then,...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Penerbit Universiti Kebangsaan Malaysia
2019
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| Online Access: | http://journalarticle.ukm.my/13072/ http://journalarticle.ukm.my/13072/1/26%20Alhamide%2C%20A.A.pdf |
| _version_ | 1848813173643149312 |
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| author | Alhamide, A.A. Kamarulzaman Ibrahim, Alodat, M.T. Wan Zawiah Wan Zin, |
| author_facet | Alhamide, A.A. Kamarulzaman Ibrahim, Alodat, M.T. Wan Zawiah Wan Zin, |
| author_sort | Alhamide, A.A. |
| building | UKM Institutional Repository |
| collection | Online Access |
| description | A study on Bayesian inference for the linear regression model is carried out in the case when the prior distribution for the regression parameters is assumed to follow the alpha-skew-normal distribution. The posterior distribution and its associated full conditional distributions are derived. Then, the Bayesian point estimates and credible intervals for the regression parameters are determined based on a simulation study using the Markov chain Monte Carlo method. The parameter estimates and intervals obtained are compared with their counterparts when the prior distributions are assumed either normal or non-informative. In addition, the findings are applied to Scottish hills races data. It appears that when the data are skewed, the alpha-skew-normal prior contributes to a more precise estimate of the regression parameters as opposed to the other two priors. |
| first_indexed | 2025-11-15T00:13:59Z |
| format | Article |
| id | oai:generic.eprints.org:13072 |
| institution | Universiti Kebangasaan Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T00:13:59Z |
| publishDate | 2019 |
| publisher | Penerbit Universiti Kebangsaan Malaysia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | oai:generic.eprints.org:130722019-06-20T14:55:21Z http://journalarticle.ukm.my/13072/ Bayesian inference for linear regression under alpha-skew-normal prior Alhamide, A.A. Kamarulzaman Ibrahim, Alodat, M.T. Wan Zawiah Wan Zin, A study on Bayesian inference for the linear regression model is carried out in the case when the prior distribution for the regression parameters is assumed to follow the alpha-skew-normal distribution. The posterior distribution and its associated full conditional distributions are derived. Then, the Bayesian point estimates and credible intervals for the regression parameters are determined based on a simulation study using the Markov chain Monte Carlo method. The parameter estimates and intervals obtained are compared with their counterparts when the prior distributions are assumed either normal or non-informative. In addition, the findings are applied to Scottish hills races data. It appears that when the data are skewed, the alpha-skew-normal prior contributes to a more precise estimate of the regression parameters as opposed to the other two priors. Penerbit Universiti Kebangsaan Malaysia 2019-01 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/13072/1/26%20Alhamide%2C%20A.A.pdf Alhamide, A.A. and Kamarulzaman Ibrahim, and Alodat, M.T. and Wan Zawiah Wan Zin, (2019) Bayesian inference for linear regression under alpha-skew-normal prior. Sains Malaysiana, 48 (1). pp. 227-235. ISSN 0126-6039 http://www.ukm.my/jsm/malay_journals/jilid48bil1_2019/KandunganJilid48Bil1_2019.html |
| spellingShingle | Alhamide, A.A. Kamarulzaman Ibrahim, Alodat, M.T. Wan Zawiah Wan Zin, Bayesian inference for linear regression under alpha-skew-normal prior |
| title | Bayesian inference for linear regression under alpha-skew-normal prior |
| title_full | Bayesian inference for linear regression under alpha-skew-normal prior |
| title_fullStr | Bayesian inference for linear regression under alpha-skew-normal prior |
| title_full_unstemmed | Bayesian inference for linear regression under alpha-skew-normal prior |
| title_short | Bayesian inference for linear regression under alpha-skew-normal prior |
| title_sort | bayesian inference for linear regression under alpha-skew-normal prior |
| url | http://journalarticle.ukm.my/13072/ http://journalarticle.ukm.my/13072/ http://journalarticle.ukm.my/13072/1/26%20Alhamide%2C%20A.A.pdf |