credible interval for empirical Bayesian estimates of rates
Thanks Roger and list. I didn't think a repex was needed because a question was: why does spdep::EBest(counts, population, family = 'binomial') give the same results at GeoDa's, while EBest(.. binomial) is "binomial" while GeoDa calls that "Poisson-Gamma". GeoDa can't give use a repex (GUI) and think this is a question about terminology. The same results were achieved with the packages while naming the model differently - why? Yes ?spdep::EBest directed me to the literature I'm struggling to access. And Yes, I've been looking at the raw code and understand how the estmm is generated. I've been using the epitools::pois.exact() and spdep::EBest. I can compare the point estimates from pois.exact to those provided by EBest, but I'd like to graph side by side their credible / confidence intervals. Its this last part on the credible intervals I'm interested in. How to get credible intervals around estmm? This is my main question. ASDAR is a reference I'm using all the time. Thanks for that gem. DCluster::empbaysmooth also does not provide a credible interval, either. -Dexter http://dexterlocke.com/
On Fri, Apr 24, 2020 at 10:23 AM Roger Bivand <Roger.Bivand at nhh.no> wrote:
On Fri, 24 Apr 2020, Dexter Locke wrote:
Dear esteemed list, I'm using spdep::EBest with family = 'binomial' for counts of events
within
polygons that have an 'at risk' population. The resultant "estmm" is 'shrunk' compared to the raw rate (both given by EBest and calculated "by hand" rate. All good there. Using GeoDa version 1.14.0 24 August 2019 produces identical results for its Empirical Bayesian rate. This was confirmed by plotting the EBest output against GeoDa's rate and finding a perfect correlation along the 1 to 1 line. All good there.
Please provide a reproducible example, as this may help with answers.
Two questions: 1. How can credible intervals around these smoothed rate estimates be calculated? 2. The spdep documentation calls this a binomial family, but the
identical
results are obtained from GeoDa calls this "Poisson-Gamma" model here: https://geodacenter.github.io/workbook/3b_rates/lab3b.html#fnref11 , so what is actually being calculated? This question may help me answer the first question..
No, the default family is "poisson", with "binomial" available for non-rare conditions following Martuzzi, implemented by Olaf Berke, ?spdep::EBest. The code in spdep is easily accessible, so can be read directly. Please also compare with code for the EB Moran test, and with analogous code in the DCluster package, empbaysmooth(). Cf. ASDAR 2nd ed., ch. 10, section 10.2, pp. 322-328. The epitools::pois.exact() function is used for CIs. For code and data see https://asdar-book.org/bundles2ed/dismap_bundle.zip.
Possibly the answers are addressed in the literature cited which I cannot access right now at home without institutional library access.
Most institutions do have proxy or VPN access, but the code will be as useful. In PySAL, the code would also guide you, but even though GeoDa is open source, the C++ is fairly dense. Hope this helps, Roger
Thanks for your consideration, Dexter http://dexterlocke.com/ [[alternative HTML version deleted]]
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-- Roger Bivand Department of Economics, Norwegian School of Economics, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; e-mail: Roger.Bivand at nhh.no https://orcid.org/0000-0003-2392-6140 https://scholar.google.no/citations?user=AWeghB0AAAAJ&hl=en