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Register a new userThe Integrated nested Laplace approximation for fitting models with multivariate response
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Joaqu\\'in Mart\\'inez-Minaya
Publication date
2019
fields
Mathematical Statistics
and research's language is
English
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This paper introduces a Laplace approximation to Bayesian inference in regression models for multivariate response variables. We focus on Dirichlet regression models, which can be used to analyze a set of variables on a simplex exhibiting skewness and heteroscedasticity, without having to transform the data. These data, which mainly consist of proportions or percentages of disjoint categories, are widely known as compositional data and are common in areas such as ecology, geology, and psychology. We provide both the theoretical foundations and a description of how this Laplace approximation can be implemented in the case of Dirichlet regression. The paper also introduces the package dirinla in the R-language that extends the INLA package, which can not deal directly with multivariate likelihoods like the Dirichlet likelihood. Simulation studies are presented to validate the good behaviour of the proposed method, while a real data case-study is used to show how this approach can be applied.
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