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- Timestamp:
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Mar 30, 2011, 3:47:25 PM (14 years ago)
- Author:
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Víctor de Buen Remiro
- Comment:
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v13
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v14
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44 | 44 | |
45 | 45 | Each particular distribution may have its own additional parameters which will be treated |
46 | | as a different Gibbs block and should implement |
| 46 | as a different Gibbs block and should implement next methods in order to be able of build |
| 47 | both bayesian and max-likelihood estimations |
47 | 48 | |
48 | 49 | * the mean function: [[BR]] [[BR]] |
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50 | 51 | * the log-density function: [[BR]] [[BR]] |
51 | 52 | [[LatexEquation( \ln f)]] [[BR]][[BR]] |
52 | | * the partial derivative of log-density function respect to the linear prediction [[BR]] [[BR]] |
53 | | [[LatexEquation( \frac{\partial\ln f}{\partial\eta})]] |
| 53 | * the first and second partial derivatives of log-density function respect to the linear prediction [[BR]] [[BR]] |
| 54 | [[LatexEquation( \frac{\partial\ln f}{\partial\eta},\frac{\partial^{2}\ln f}{\partial\eta^{2}} )]] |
54 | 55 | |
55 | 56 | This class also implements these common features |
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69 | 70 | * the density function has the variance as extra parameter[[BR]] [[BR]] |
70 | 71 | [[LatexEquation( f\left(y;\mu,\sigma^{2}\right)=\frac{1}{\sqrt{2\pi\sigma^{2}}}e^{^{-\frac{1}{2}\frac{\left(y-\mu\right)^{2}}{\sigma^{2}}}} )]][[BR]] [[BR]] |
| 72 | * the density function will be then [[BR]] [[BR]] |
| 73 | [[LatexEquation( f\left(y;\mu,\sigma^{2}\right)=\frac{1}{\sqrt{2\pi\sigma^{2}}}e^{^{-\frac{1}{2}\frac{\left(y-\mu\right)^{2}}{\sigma^{2}}}} )]][[BR]] [[BR]] |
71 | 74 | * the log-density function will be then [[BR]] [[BR]] |
72 | | [[LatexEquation( \ln f\left(y;\mu,\sigma^{2}\right)= -\frac{1}{2}\ln\left(2\pi\sigma^{2}\right)-\frac{1}{2\sigma^{2}}\left(y}-\mu\right)^{2} )]] |
73 | | |
| 75 | [[LatexEquation( \ln f\left(y;\mu,\sigma^{2}\right)= -\frac{1}{2}\ln\left(2\pi\sigma^{2}\right)-\frac{1}{2\sigma^{2}}\left(y}-\mu\right)^{2} )]][[BR]] [[BR]] |
| 76 | * the partial derivative of log-density function respect to the linear prediction is [[BR]] [[BR]] |
| 77 | [[LatexEquation( \frac{\partial\ln f}{\partial\eta}=\frac{1}{\sigma^{2}}\left(y-\eta\right) )]] [[BR]] [[BR]] |
74 | 78 | |
75 | 79 | === Weighted Poisson Regresion === |
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87 | 91 | * and its logarithm will be [[BR]] [[BR]] |
88 | 92 | [[LatexEquation( \ln f\left(y;\mu\right)=-\ln\left(y!\right)+y\ln\left(\mu\right)-\mu = -\ln\left(y!\right)+y\eta-e^{\eta} )]] |
| 93 | * the partial derivative of log-density function respect to the linear prediction is [[BR]] [[BR]] |
| 94 | [[LatexEquation( \frac{\partial\ln f}{\partial\eta}=y-e^{\eta} )]] [[BR]] [[BR]] |
89 | 95 | |
90 | 96 | |