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Statistics - Statistical Theory and Methods | Bayesian and Frequentist Regression Methods

Bayesian and Frequentist Regression Methods

Wakefield, Jon

2013, XIX, 697 p. 140 illus., 6 illus. in color.

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  • Provides a balanced, modern summary of Bayesian and frequentist methods for regression analysis
  • A book website contains R code to reproduce all of the analyses and figures in the book: http://faculty.washington.edu/jonno/regression-methods.html
Bayesian and Frequentist Regression Methods provides a modern account of both Bayesian and frequentist methods of regression analysis. Many texts cover one or the other of the approaches, but this is the most comprehensive combination of Bayesian and frequentist methods that exists in one place.  The two philosophical approaches to regression methodology are featured here as complementary techniques, with theory and data analysis providing supplementary components of the discussion. In particular, methods are illustrated using a variety of data sets. The majority of the data sets are drawn from biostatistics but the techniques are generalizable to a wide range of other disciplines. While the philosophy behind each approach is discussed, the book is not ideological in nature and an emphasis is placed on practical application. It is shown that, in many situations, careful application of the respective approaches can lead to broadly similar conclusions. To use this text, the reader requires a basic understanding of calculus and linear algebra, and introductory courses in probability and statistical theory. The book is based on the author's experience teaching a graduate sequence in regression methods. The book website contains all of the code to reproduce all of the analyses and figures contained in the book.

Content Level » Graduate

Keywords » Bayes - Frequentist Methods - Inference - Modeling - Regression Analysis

Related subjects » Statistical Theory and Methods - Statistics

Table of contents 

Introduction.- Frequentist Inference.- Bayesian Inference.- Linear Models.- Binary Data Models.- General Regression Models.

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