In multilevel models for binary responses, estimation is computationally challenging due to the need to evaluate intractable integrals. In this paper, we investigate the performance of a recently proposed Bayesian method for deterministic fast approximate inference, called Integrated Nested Laplace Approximation (INLA). In particular, we conducted a simulation study, comparing the results obtained via INLA with the results obtained via MCMC, i.e. the traditional estimation method in the Bayesian context, and via maximum likelihood with adaptive quadrature. Particular attention is devoted to the case of small sample size and to the specification of the prior distribution for the variance.

Bayesian estimation with INLA for logistic multilevel models / Metelli S.; Grilli L.; Rampichini C.. - STAMPA. - (2013), pp. 693-696. ((Intervento presentato al convegno 28th International Workshop on Statistical Modelling tenutosi a Palermo nel 8-12 luglio 2013.

Bayesian estimation with INLA for logistic multilevel models

GRILLI, LEONARDO;RAMPICHINI, CARLA
2013

Abstract

In multilevel models for binary responses, estimation is computationally challenging due to the need to evaluate intractable integrals. In this paper, we investigate the performance of a recently proposed Bayesian method for deterministic fast approximate inference, called Integrated Nested Laplace Approximation (INLA). In particular, we conducted a simulation study, comparing the results obtained via INLA with the results obtained via MCMC, i.e. the traditional estimation method in the Bayesian context, and via maximum likelihood with adaptive quadrature. Particular attention is devoted to the case of small sample size and to the specification of the prior distribution for the variance.
Proceedings of the 28th International Workshop on Statistical Modelling
28th International Workshop on Statistical Modelling
Palermo
8-12 luglio 2013
Metelli S.; Grilli L.; Rampichini C.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2158/823438
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