Research article

Bayesian estimation for median discrete Weibull regression model

  • Received: 01 September 2023 Revised: 26 October 2023 Accepted: 07 November 2023 Published: 27 November 2023
  • MSC : 62F15, 62J99

  • The discrete Weibull model can be adapted to capture different levels of dispersion in the count data. This paper takes into account the direct relationship between explanatory variables and the median of discrete Weibull response variable. Additionally, it provides the Bayesian estimate of the discrete Weibull regression model using the random walk Metropolis algorithm. The prior distributions of the coefficient predictors were carried out based on the uniform non-informative, normal and Laplace distributions. The performance of the Bayes estimators was also compared with the maximum likelihood estimator in terms of the mean square error and the coverage probability through the Monte Carlo simulation study. Meanwhile, a real data set was analyzed to show how the proposed model and the methods work in practice.

    Citation: Monthira Duangsaphon, Sukit Sokampang, Kannat Na Bangchang. Bayesian estimation for median discrete Weibull regression model[J]. AIMS Mathematics, 2024, 9(1): 270-288. doi: 10.3934/math.2024016

    Related Papers:

  • The discrete Weibull model can be adapted to capture different levels of dispersion in the count data. This paper takes into account the direct relationship between explanatory variables and the median of discrete Weibull response variable. Additionally, it provides the Bayesian estimate of the discrete Weibull regression model using the random walk Metropolis algorithm. The prior distributions of the coefficient predictors were carried out based on the uniform non-informative, normal and Laplace distributions. The performance of the Bayes estimators was also compared with the maximum likelihood estimator in terms of the mean square error and the coverage probability through the Monte Carlo simulation study. Meanwhile, a real data set was analyzed to show how the proposed model and the methods work in practice.



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