Inproceedings,

Estimation and model selection in Dirichlet regression

, , and .
AIP Conference Proceedings, 1443, page 206--213. Waterloo, Ontario, Canada, American Institute of Physics, (May 2012)
DOI: doi:10.1063/1.3703637

Abstract

We study Compositional Models based on Dirichlet Regression where, given a (vector) covariate x, one considers the response variable y = (y1,...,yD) to be a positive vector with a conditional Dirichlet distribution, y\textbarx ̃ D(α1(x)...αD(x)). We introduce a new method for estimating the parameters of the Dirichlet Covariate Model when αj(x) is a linear model on x, and also propose a Bayesian model selection approach. We present some numerical results which suggest that our proposals are more stable and robust than traditional approaches.

Tags

Users

  • @yourwelcome

Comments and Reviews