Article
Analysis of extreme drinking in patients with alcohol dependence using Pareto regression.
Statistics in medicine - 20 May 2010
Das Sourish, Harel Ofer, Dey Dipak K, Covault Jonathan, Kranzler Henry R
Abstract excerpt
We developed a novel Pareto regression model with an unknown shape parameter to analyze extreme drinking in patients with Alcohol Dependence (AD). We used the generalized linear model (GLM) framework and the log-link to include the covariate information through the scale parameter of the generalized Pareto distribution. We proposed a Bayesian method based on Ridge prior and Zellner's g-prior for the regression...
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