Bayesian analysis of two overdispersed poisson regression models

Abstract

Shookri and Consul (1989) and Scollnik (1995) have previously considered the Bayesian analysis of an overdispersed generalized Poisson model. Scollnik (1995) also considered the Bayesian analysis of an ordinary Poisson and over-dispersed generalized Poisson mixture model. In this paper, we discuss the Bayesian analysis of these models when they are utilised in a regression context. Markov chain Monte Carlo methods are utilised, and an illustrative analysis is provided.

Keywords:

• adaptive rejection Metropolis sampling
• Bayesian inference
• Gibbs sampling
• Markov chain Monte Carlo methods
• overdispersion
• Poisson models
• prediction
• regression