A bayesian approach to binary response curve estimation
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The purpose of the present paper is to propose a practical procedure for the estimation of the binary response curve. The procedure is based on a model which approximates the response curve by a finely segmented piecewise constant function. To obtain a stable estimate we assume a prior distribution of the parameters of the model. The prior distribution has several parameters (hyper-parameters) which are chosen to minimize an information criterion ABIC. The procedure is applicable to data consisting of observations of a binary response variable and a single explanatory variable. The practical utility of the procedure is demonstrated by examples of applications to the dose response curve estimation, to the intensity function estimation of a point process and to the analysis of social survey data. The application of the procedure to the discriminant analysis is also briefly discussed.
KeywordsDiscriminant Analysis Prior Distribution BAYESIAN Approach Final Estimate True Function
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