Ali A. Bromideh
2013-Feb-25 09:39 UTC
[R] Empirical Bayes Estimator for Poisson-Gamma Parameters
Dear Sir/Madam, I apologize for any cross-posting. I got a simple question, which I thought the R list may help me to find an answer. Suppose we have Y_1, Y_2, ., Y_n ~ Poisson (Lambda_i) and Lambda_i ~Gamma(alpha_i, beta_i). Empirical Bayes Estimator for hyper-parameters of the gamma distr, i.e. (alpha_t, beta_t) are needed. y=c(12,5,17,14) n=4 What about a Hierarchal B ayes estimators? Any relevant work and codes in R (or S+) is highly appreciated. Kind regards, Ali [[alternative HTML version deleted]]
Bert Gunter
2013-Feb-25 14:41 UTC
[R] Empirical Bayes Estimator for Poisson-Gamma Parameters
Homework? We don't do homework here. If not, search (e.g. via google -- "R hierarchical Bayes" -- or some such). -- Bert On Mon, Feb 25, 2013 at 1:39 AM, Ali A. Bromideh <A.BROMIDEH at ikco.com> wrote:> Dear Sir/Madam, > > > > I apologize for any cross-posting. I got a simple question, which I thought > the R list may help me to find an answer. Suppose we have Y_1, Y_2, ., Y_n ~ > Poisson (Lambda_i) and Lambda_i ~Gamma(alpha_i, beta_i). Empirical Bayes > Estimator for hyper-parameters of the gamma distr, i.e. (alpha_t, beta_t) > are needed. > > > > y=c(12,5,17,14) > > n=4 > > > > What about a Hierarchal B ayes estimators? > > > > > > Any relevant work and codes in R (or S+) is highly appreciated. > > > > Kind regards, > > Ali > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
Nicole Ford
2013-Mar-03 00:37 UTC
[R] Empirical Bayes Estimator for Poisson-Gamma Parameters
just seeing this. when you say y1 and y2, are you asking about 2 differnt models in an effort to model select? i need more info, i might be able to help. please supply a bit more info. ~n On Feb 25, 2013, at 4:39 AM, Ali A. Bromideh wrote:> Dear Sir/Madam, > > > > I apologize for any cross-posting. I got a simple question, which I thought > the R list may help me to find an answer. Suppose we have Y_1, Y_2, ., Y_n ~ > Poisson (Lambda_i) and Lambda_i ~Gamma(alpha_i, beta_i). Empirical Bayes > Estimator for hyper-parameters of the gamma distr, i.e. (alpha_t, beta_t) > are needed. > > > > y=c(12,5,17,14) > > n=4 > > > > What about a Hierarchal B ayes estimators? > > > > > > Any relevant work and codes in R (or S+) is highly appreciated. > > > > Kind regards, > > Ali > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
Nicole Ford
2013-Mar-04 01:26 UTC
[R] Empirical Bayes Estimator for Poisson-Gamma Parameters
Did you try using MLE to approximate the marginal? On Mar 3, 2013, at 5:26 AM, Ali A. Bromideh wrote:> Dear Nicole, > > First of all, my sincere gratitude goes to your kind reply. As I told to Mr. > Gunter, this is a part of my research and differs from homework. However, I > am going to clarify the problem. Suppose we have received an observation > from a Poisson distr. i.e. Y_1~Pois(Lam_1), where Lam_1~Gamma(alpha_1, > beta_1). Now, what's the empirical Bayes (EB) estimation for alpha_1 and > beta_1? > Let Y_2~Pois(Lam_2) and Lam_2~Gamma(alpha_2, beta_2). Again how can we > calculate EB for alpha_2 and beta_2? > > In fact, I read the relevant paper by Robbins at > http://www.ncbi.nlm.nih.gov/pmc/articles/PMC350425/ but it gave 0 for Y_1. > And for the Var(Y) < E(Y), it generates negative value for positive value of > alpha/beta!! > > Any idea? > > Kind regards, > > > > -----Original Message----- > From: Nicole Ford [mailto:nicole.ford at me.com] > Sent: Sunday, March 03, 2013 4:09 AM > To: Bert Gunter > Cc: Boroumideh-Ali Akbar; r-help at r-project.org > Subject: Re: [R] Empirical Bayes Estimator for Poisson-Gamma Parameters > > also, kruschke at indiana has some info on this, both online and youtube. > (if homework.) if not, more infor will be helpful. > > ~n > > > On Feb 25, 2013, at 9:41 AM, Bert Gunter wrote: > >> Homework? We don't do homework here. >> >> If not, search (e.g. via google -- "R hierarchical Bayes" -- or some > such). >> >> -- Bert >> >> On Mon, Feb 25, 2013 at 1:39 AM, Ali A. Bromideh <A.BROMIDEH at ikco.com> > wrote: >>> Dear Sir/Madam, >>> >>> >>> >>> I apologize for any cross-posting. I got a simple question, which I > thought >>> the R list may help me to find an answer. Suppose we have Y_1, Y_2, ., > Y_n ~ >>> Poisson (Lambda_i) and Lambda_i ~Gamma(alpha_i, beta_i). Empirical Bayes >>> Estimator for hyper-parameters of the gamma distr, i.e. (alpha_t, beta_t) >>> are needed. >>> >>> >>> >>> y=c(12,5,17,14) >>> >>> n=4 >>> >>> >>> >>> What about a Hierarchal B ayes estimators? >>> >>> >>> >>> >>> >>> Any relevant work and codes in R (or S+) is highly appreciated. >>> >>> >>> >>> Kind regards, >>> >>> Ali >>> >>> >>> >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help at r-project.org mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >> >> >> >> -- >> >> Bert Gunter >> Genentech Nonclinical Biostatistics >> >> Internal Contact Info: >> Phone: 467-7374 >> Website: >> > http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biost > atistics/pdb-ncb-home.htm >> >> ______________________________________________ >> R-help at r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > >