The log-linear model with a generalized gamma distribution for the error: A Bayesian approach

Jorge Alberto Achcar and Heleno Bolfarine

Statistics & Probability Letters, 1986, vol. 4, issue 6, 325-332

Abstract: Considering a log-linear model with one covariate and a generalized gamma distribution for the error, we find the posterior densities for the parameters of interest. Since many standard survival distributions are particular cases of the generalized gamma model, the proposed bayesian method is very useful to discriminate between possible models to be used in the data analysis. The Laplace approximation for integrals (see Tierney and Kadane, 1984) is used to find the posterior distributions of the parameters involved when they cannot be obtained explicitly.

Keywords: gamma; distribution; log-linear; model (search for similar items in EconPapers)
Date: 1986
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