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Below results based on the criteria 'Scottish Social Attitudes Survey'
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Sampling Schemes for Generalized Linear Dirichlet Random Effects Models
generalized linear mixed Dirchlet model
Markov chain Monte Carlo
Dirichlet process priors for random effects
Scottish Social Attitudes Survey
We evaluate MCMC sampling schemes for a variety of link functions in generalized linear models with Dirichlet random effects. We find that models using Dirichlet process priors for the random effects tend to capture information in the data in a nonparametric fashion. In fitting the the Dirichlet process, dealing with the precision parameter has troubled model specifications in the past. Here we find that incorporating this parameter into the MCMC sampling scheme is not only computationally feasible, but also results in a more robust set of estimates, in that they are marginalized-over rather than conditioned-upon. Applications are provided with social science problems in areas where the data can be difficult to model. In all, we find that these models provide superior Bayesian posterior results in theory, simulation, and application.