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Bayesian analysis of logistic regression with an unknown change point and covariate measurement error
Author(s) -
Gössl Christoff,
Küchenhoff Helmut
Publication year - 2001
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.928
Subject(s) - covariate , markov chain monte carlo , statistics , bayesian probability , logistic regression , econometrics , context (archaeology) , mathematics , computer science , paleontology , biology
We discuss Bayesian estimation of a logistic regression model with an unknown threshold limiting value (TLV). In these models it is assumed that there is no effect of a covariate on the response under a certain unknown TLV. The estimation of these models in a Bayesian context by Markov chain Monte Carlo (MCMC) methods is considered with focus on the TLV. We extend the model by accounting for measurement error in the covariate. The Bayesian solution is compared with the likelihood solution proposed by Küchenhoff and Carroll using a data set concerning the relationship between dust concentration in the working place and the occurrence of chronic bronchitis. Copyright © 2001 John Wiley & Sons, Ltd.