Regression Analysis of Hierarchical Poisson-like Event Rate Data: Superpopulation Model Effect on Predictions
Gaver, Donald Paul
O'Muircheartaigh, I. G.
Jacobs, Patricia A.
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This paper studies prediction of future failure (rates) by hierarchical empirical Bayes (EB) Poisson regression methodologies. Both a gamma distributed super-population as well as a more robust (long-tailed) log student- t super-population are considered. Simulation results are reported concerning predicted Poisson rates. The results tentatively suggest that a hierarchical model with gamma super-population can effectively adapt to data coming from a log-Student-t-super-population particularly if the additional computation involved with estimation for the log-Student-t hierarchical model is burdensome
NPS Report NumberNPS-55-90-19
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