scholarly journals Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

2018 ◽  
Vol 1022 ◽  
pp. 012002
Author(s):  
D R S Saputro ◽  
F Amalia ◽  
P Widyaningsih ◽  
R C Affan
Author(s):  
Drinold Aluda Mbete

Objectives: The study aims to develop a Bayesian multiple regression model with informative inverse gamma prior and t the model to malaria symptom dataset.Place and Duration of Study: The study was carried out in Masinde Muliro University of Science and Technology (MMUST). The study used 300 malaria related symptom dataset obtained from Health service records of different patients (students) between the time period of 1st January, 2015 to 20th December, 2015.Methodology: Multiple linear regression model with Bayesian parameter estimation is used. The Normal prior distribution for θ parameter and inverse gamma prior distribution for the σ2 parameter is derived. Gibbs sampler and Metropolis Hasting algorithm is used with Markov Chain Monte Carlo (MCMC) method to produce an iteration of about 102,491 with Burn-in of 2500 and thinning of 10 that resulting to eective sample size of 90000.Results: The results shows that all the estimated posterior predictive p-values are between 0.05 and 0.95 indicating an adequate t for the individual observation of the data in the model. The results also reveals that the data values and the average distance between the data values and the mean tend to be close to each other and the estimated coeffcient of θ′s approximately 95%draws fall within each of the corresponding highest posterior density intervals. Conclusion: Though the Least Squares method is sucient for estimating the coeffcients of the regression parameters, the Bayesian estimates recorded comparatively very small standard errors making the Bayesian method more robust in analysing symptom dataset.


Paradigm ◽  
2021 ◽  
Vol 25 (2) ◽  
pp. 181-193
Author(s):  
Nitya Garg

Banking sector is the backbone of any economy, so it is necessary to focus on its performance which is largely affected by its non-performing assets (NPAs). In the year 2018–2019, NPA of scheduled banks was Rs 355,076 Crore which is 3.7% of net advances. The purpose of this study is to identify the determinants based on analysis from previous literatures, and majorly macroeconomic and bank specific factors which are affecting NPAs using the relative weight analysis and to frame a model to predict future NPAs using multiple regression model using SPSS. The study also attempts to focus on actions and remedies that banks should make to control future NPAs. Findings of the study will act as a scaffolding for financial analysts and policymakers to prevent the conversion of its performing assets into NPAs and also help in proper management of banks and also in the recovery of economy.


2020 ◽  
Vol 12 (07) ◽  
pp. 527-544
Author(s):  
Assoué Kouakou Sylvestre Kouadio ◽  
Ouedraogo Moussa ◽  
Ismaïla Ouattara ◽  
Issiaka Savane

2014 ◽  
Vol 644-650 ◽  
pp. 5319-5324
Author(s):  
Tian Jiu Leng

In this paper, the relevant factors of PM2.5 and the degree of correlation between them were analyzed.The multiple regression model was established using stepwise regression analysis method and the temporal spatial evolution of PM2.5 was obtained by setting the initial and boundary conditions.


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