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  • Beta distribution, beta-binomial, and parameters

    I'm having to dive in to beta-binomial models, and I am seeing two different parameterizations of beta... If I look at beta in the stats functions, including random numbers, the parameters include a and b, two shape parameters. If I use betabin regression (Thank you James Hardin), I get back a different set of parameters for the beta, the binomial mean and some sort of over-dispersion parameter. I do not know how the two sets of parameters relate to one another, and how to translate one to the other. Right now, I can simulate based on the a/b parameters, and I cannot tell whether I am getting the same thing back.

    Would appreciate it if someone pointed me in the right direction.

    Thanks

    Paul

















  • #2
    mu = a/(a+b)
    phi = a + b
    ---------------------------------
    Maarten L. Buis
    University of Konstanz
    Department of history and sociology
    box 40
    78457 Konstanz
    Germany
    http://www.maartenbuis.nl
    ---------------------------------

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    • #3
      I don't know if you are considering conditional-on-x regression models but if so it might be noteworthy that there are some parameterizations of beta-binomial (negative hypergeometric) models where both a and b are specified as functions of covariates, a(x) and b(x). When a(x) and b(x) are specified as exp(x*alpha) and exp(x*beta) this is sometimes called a beta-logistic model, as its mean is the logistiic model's mean

      exp(x*alpha)/(exp(x*alpha)+exp(x*beta)) = exp(x*gamma)/(1+exp(x*gamma)) (***)

      where gamma=alpha-beta. (See e.g. https://www.jstor.org/stable/1828328)

      However there are other parameterizations where a but not b is parameterized as a function of x. I seem to recall this is the parameterization used in Stata's –betabin–.

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