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Lognormal and Gamma Mixed Negative Binomial Regression.

ABSTRACT: In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB) regression model for counts, and present efficient closed-form Bayesian inference; unlike conventional Poisson models, the proposed approach has two free parameters to include two different kinds of random effects, and allows the incorporation of prior information, such as sparsity in the regression coefficients. By placing a gamma distribution prior on the NB dispersion parameter r, and connecting a lognormal distribution prior with the logit of the NB probability parameter p, efficient Gibbs sampling and variational Bayes inference are both developed. The closed-form updates are obtained by exploiting conditional conjugacy via both a compound Poisson representation and a Polya-Gamma distribution based data augmentation approach. The proposed Bayesian inference can be implemented routinely, while being easily generalizable to more complex settings involving multivariate dependence structures. The algorithms are illustrated using real examples.

SUBMITTER: Zhou M

PROVIDER: S-EPMC4180062 | biostudies-literature | 2012

REPOSITORIES: biostudies-literature

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Publications

Lognormal and Gamma Mixed Negative Binomial Regression.

Zhou Mingyuan M Li Lingbo L Dunson David D Carin Lawrence L

Proceedings of the ... International Conference on Machine Learning. International Conference on Machine Learning 20120101

In regression analysis of counts, a lack of simple and efficient algorithms for posterior computation has made Bayesian approaches appear unattractive and thus underdeveloped. We propose a lognormal and gamma mixed negative binomial (NB) regression model for counts, and present efficient closed-form Bayesian inference; unlike conventional Poisson models, the proposed approach has two free parameters to include two different kinds of random effects, and allows the incorporation of prior informati ...[more]

PMID: 25279391

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Project description:BackgroundThe odds ratio (OR) is used as an important metric of comparison of two or more groups in many biomedical applications when the data measure the presence or absence of an event or represent the frequency of its occurrence. In the latter case, researchers often dichotomize the count data into binary form and apply the well-known logistic regression technique to estimate the OR. In the process of dichotomizing the data, however, information is lost about the underlying counts which can reduce the precision of inferences on the OR.MethodsWe propose analyzing the count data directly using regression models with the log odds link function. With this approach, the parameter estimates in the model have the exact same interpretation as in a logistic regression of the dichotomized data, yielding comparable estimates of the OR. We prove analytically, using the Fisher information matrix, that our approach produces more precise estimates of the OR than logistic regression of the dichotomized data. We also show the gains in precision using simulation studies and real-world datasets. We focus on three related distributions for count data: geometric, Poisson, and negative binomial.ResultsIn simulation studies, confidence intervals for the OR were 56-65% as wide (geometric model), 75-79% as wide (Poisson model), and 61-69% as wide (negative binomial model) as the corresponding interval from a logistic regression produced by dichotomizing the data. When we analyzed existing datasets using our approach, we found that confidence intervals for the OR could be up to 64% shorter (36% as wide) compared to if the data had been dichotomized and analyzed using logistic regression.ConclusionsMore precise estimates of the OR can be obtained directly from the count data by using the log odds link function. This analytic approach is easy to implement in software packages that are capable of fitting generalized linear models or of maximizing user-defined likelihood functions.

Dataset Information

Lognormal and Gamma Mixed Negative Binomial Regression.

Publications

Lognormal and Gamma Mixed Negative Binomial Regression.

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