AMS2006-17: Parametric and nonparametric Bayesian model specification: a case study involving models for count data

Milovan Krnjajic, Athanasios Kottas and David Draper
12/31/2006 09:00 AM
Applied Mathematics & Statistics
In this paper we present the results of a simulation study to explore the ability of Bayesian parametric and nonparametric models to provide an adequate fit to count data, of the type that would routinely be analyzed parametrically either through fixed-effects or random-effects Poisson models. The context of the study is a randomized controlled trial with two groups (treatment and control). Our nonparametric approach utilizes several modeling formulations based on Dirichlet process priors. We find that the nonparametric models are able to flexibly adapt to the data, to offer rich posterior inference, and to provide, in a variety of settings, more accurate predictive inference than parametric models.