884
Views
2
CrossRef citations to date
0
Altmetric
Articles: ICMS Highlights: Advances in MCMC

Thank God That Regressing Y on X is Not the Same as Regressing X on Y: Direct and Indirect Residual Augmentations

, &
Pages 598-622 | Received 01 Mar 2013, Published online: 20 Sep 2013

REFERENCES

  • Albert , J. H. 1992 . “Bayesian Estimation of Normal Ogive Item Response Curves Using Gibbs Sampling,” . Journal of Educational Statistics , 17 : 251 – 269 .
  • Albert , J. H. and Chib , S. 1993 . “Bayesian Analysis of Binary and Polychotomous Response Data,” . Journal of the American Statistical Association , 88 : 669 – 679 .
  • Breiman , L. and Friedman , J. H. 1985 . “Estimating Optimal Transformations for Multiple Regression and Correlation” (with discussion), . Journal of the American Statistical Association , 80 : 580 – 619 .
  • Brooks , S. , Gelman , A. , Jones , G. L. and Meng , X.-L. (eds.) . 2011 . Handbook of Markov Chain Monte Carlo , Boca Raton, FL : Chapman & Hall/CRC Press .
  • Gelfand , A. E. , Sahu , S. K. and Carlin , B. P. 1995 . “Efficient Parameterisations for Normal Linear Mixed Models,” . Biometrika , 82 : 479 – 488 .
  • Gelfand , A. E. , Sahu , S. K. and Carlin , B. P. 1996 . “Efficient Parametrizations for Generalized Linear Mixed Models,” . In Bayesian Statistics (Vol. 5) , Edited by: Bernardo , J. M. , Berger , J. O. , Dawid , A. P. and Smith , A. F. M. 165 – 180 . Oxford : Oxford University Press .
  • Gelfand , A. E. and Smith , A. F. M. 1990 . “Sampling-Based Approaches to Calculating Marginal Densities,” . Journal of the American Statistical Association , 85 : 398 – 409 .
  • Geman , S. and Geman , D. 1984 . “Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images,” . IEEE Transactions on Pattern Analysis and Machine Intelligence , 6 : 721 – 741 .
  • Hobert , J. P. 2001a . Discussion of “The Art of Data Augmentation,” by van Dyk and Meng, . Journal of Computational and Graphical Statistics , 10 : 59 – 68 .
  • Hobert , J. P. 2001b . “Stability Relationships Among the Gibbs Sampler and its Subchains,” . Journal of Computational and Graphical Statistics , 10 : 185 – 205 .
  • Hobert , J. P. and Roman , J. C. 2011 . Discussion of “To Center or Not to Center, That is Not the Question: An Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Efficiency,” by Yu and Meng, . Journal of Computational and Graphical Statistics , 20 : 571 – 580 .
  • Lange , K. and Sinsheimer , J. S. 1993 . “Normal/Independent Distributions and Their Applications in Robust Regression,” . Journal of Computational and Graphical Statistics , 2 : 175 – 198 .
  • Liu , J. S. and Wu , Y. N. 1999 . “Parameter Expansion for Data Augmentation,” . Journal of the American Statistical Association , 94 : 1264 – 1274 .
  • Meng , X.-L. and Schilling , S. 1996 . “Fitting Full-Information Item Factor Models and an Empirical Investigation of Bridge Sampling,” . Journal of the American Statistical Association , 91 : 1254 – 1267 .
  • Meng , X.-L. and van Dyk , D. A. 1997 . “The EM Algorithm—An Old Folk Song Sung to a Fast New Tune” (with discussion), . Journal of the Royal Statistical Society, Series B , 59 : 511 – 567 .
  • Meng , X.-L. and van Dyk , D. A. 1998 . “Fast EM-Type Implementations for Mixed Effects Models,” . Journal of the Royal Statistical Society, Series B , 60 : 559 – 578 .
  • Meng , X.-L. and van Dyk , D. A. 1999 . “Seeking Efficient Data Augmentation Schemes via Conditional and Marginal Augmentation,” . Biometrika , 86 : 301 – 320 .
  • Meng , X.-L. and Xie , X. in press . “I Got More Data, My Model is More Refined, But My Estimator is Getting Worse! Am I Just Dumb?” . Econometric Reviews ,
  • Papaspiliopoulos , O. , Roberts , G. O. and Sköld , M. 2003 . “Non-Centered Parameterizations for Hierarchical Models and Data Augmentation” (with discussion), ” . In Bayesian Statistics (Vol. 7) , Edited by: Bernardo , J. M. , Bayarri , M. J. , Berger , J. O. , Dawid , A. P. , Heckerman , D. , Smith , A. F. M. and West , M. 307 – 326 . New York : Oxford University Press .
  • Papaspiliopoulos , O. , Roberts , G. O. and Sköld , M. 2007 . “A General Framework for the Parametrization of Hierarchical Models,” . Statistical Science , 22 : 59 – 73 .
  • Pena , D. , Tiao , G. C. and Tsay , R. S. (eds.) . 2001 . A Course in Time Series Analysis , New York : Wiley .
  • Papaspiliopoulos , O. , Roberts , G. O. and Sköld , M. 2011 . “Optimal Proposal Distributions and Adpative MCMC,” . In Handbook of Markov Chain Monte Carlo , Edited by: Brooks , S. , Gelman , A. , Jones , G. L. and Meng , X.-L. 93 – 110 . Boca Raton , FL : Chapman & Hall/CRC .
  • Tanner , M. A. and Wong , W. H. 1987 . “The Calculation of Posterior Distributions by Data Augmentation,” . Journal of the American Statistical Association , 82 : 528 – 540 .
  • van Dyk , D. A. and Meng , X.-L. 2001 . “The Art of Data Augmentation” (with discussion), . Journal of Computational and Graphical Statistics , 10 : 1 – 111 .
  • van Dyk , D. A. and Meng , X.-L. 2010 . “Cross-Fertilizing Strategies for Better EM Mountain Climbing and DA Field Exploration: A Graphical Guide Book,” . Statistical Science , 25 : 429 – 449 .
  • Yu , Y. and Meng , X.-L. 2011 . “To Center or Not to Center, That is Not the Question: An Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Efficiency” (with discussion), . Journal of Computational and Graphical Statistics , 20 : 531 – 615 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.