Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman

In most practical applications, data sets are often contaminated with error or mismeasured covariates. When these errors-in-variables or measurement errors are not corrected, they will cause misleading statistical inferences and analysis. Therefore, we will focus on addressing errors-in-variables...

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Main Author: Nur Aainaa , Rozliman
Format: Thesis
Published: 2018
Subjects:
Online Access:http://studentsrepo.um.edu.my/9536/
http://studentsrepo.um.edu.my/9536/1/Nur_Aainaa_Rozilman.pdf
http://studentsrepo.um.edu.my/9536/9/aainaa.pdf
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author Nur Aainaa , Rozliman
author_facet Nur Aainaa , Rozliman
author_sort Nur Aainaa , Rozliman
building UM Research Repository
collection Online Access
description In most practical applications, data sets are often contaminated with error or mismeasured covariates. When these errors-in-variables or measurement errors are not corrected, they will cause misleading statistical inferences and analysis. Therefore, we will focus on addressing errors-in-variables problems in count data regression models, specifically Poisson regression and negative binomial regression models. To remain useful in realistic situations, we utilize the Bayesian approach where the variance is estimated instead of assumed as known. We relax the distributional assumption of the exposure model by intentionally misspecifying the model with a flexible distribution. Following this, we shall also compare the performance between two different flexible distributions in modelling the exposure, namely the flexible generalized skew-normal distribution and flexible skewgeneralized normal distribution. We also conduct simulation studies on synthetic data sets using Markov Chain Monte Carlo simulation techniques to investigate the performance of the flexible Bayesian approach. The results of our findings show that the flexible Bayesian approach is able to estimate the values of the true regression parameters consistently and accurately with a significant bias reduction.
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spelling um-95362021-05-05T19:33:27Z Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman Nur Aainaa , Rozliman Q Science (General) QA Mathematics In most practical applications, data sets are often contaminated with error or mismeasured covariates. When these errors-in-variables or measurement errors are not corrected, they will cause misleading statistical inferences and analysis. Therefore, we will focus on addressing errors-in-variables problems in count data regression models, specifically Poisson regression and negative binomial regression models. To remain useful in realistic situations, we utilize the Bayesian approach where the variance is estimated instead of assumed as known. We relax the distributional assumption of the exposure model by intentionally misspecifying the model with a flexible distribution. Following this, we shall also compare the performance between two different flexible distributions in modelling the exposure, namely the flexible generalized skew-normal distribution and flexible skewgeneralized normal distribution. We also conduct simulation studies on synthetic data sets using Markov Chain Monte Carlo simulation techniques to investigate the performance of the flexible Bayesian approach. The results of our findings show that the flexible Bayesian approach is able to estimate the values of the true regression parameters consistently and accurately with a significant bias reduction. 2018-09 Thesis NonPeerReviewed application/pdf http://studentsrepo.um.edu.my/9536/1/Nur_Aainaa_Rozilman.pdf application/pdf http://studentsrepo.um.edu.my/9536/9/aainaa.pdf Nur Aainaa , Rozliman (2018) Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman. Masters thesis, University of Malaya. http://studentsrepo.um.edu.my/9536/
spellingShingle Q Science (General)
QA Mathematics
Nur Aainaa , Rozliman
Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman
title Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman
title_full Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman
title_fullStr Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman
title_full_unstemmed Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman
title_short Bayesian approach to errors-in-variables in count data regression models / Nur Aainaa Rozliman
title_sort bayesian approach to errors-in-variables in count data regression models / nur aainaa rozliman
topic Q Science (General)
QA Mathematics
url http://studentsrepo.um.edu.my/9536/
http://studentsrepo.um.edu.my/9536/1/Nur_Aainaa_Rozilman.pdf
http://studentsrepo.um.edu.my/9536/9/aainaa.pdf