Hyper-g Priors for Generalized Linear Models

We develop an extension of the classical Zellner's g-prior to generalized linear models. The prior on the hyperparameter g is handled in a flexible way, so that any continuous proper hyperprior f(g) can be used, giving rise to a large class of hyper-g priors. Connections with the literature are described in detail. A fast and accurate integrated Laplace approximation of the marginal likelihood makes inference in large model spaces feasible. For posterior parameter estimation we propose an efficient and tuning-free Metropolis-Hastings sampler. The methodology is illustrated with variable selection and automatic covariate transformation in the Pima Indians diabetes data set.Comment: 30 pages, 12 figures, poster contribution at ISBA 201

Approximate Bayesian Model Selection with the Deviance Statistic

Bayesian model selection poses two main challenges: the specification of parameter priors for all models, and the computation of the resulting Bayes factors between models. There is now a large literature on automatic and objective parameter priors in the linear model. One important class are $g$-priors, which were recently extended from linear to generalized linear models (GLMs). We show that the resulting Bayes factors can be approximated by test-based Bayes factors (Johnson [Scand. J. Stat. 35 (2008) 354-368]) using the deviance statistics of the models. To estimate the hyperparameter $g$, we propose empirical and fully Bayes approaches and link the former to minimum Bayes factors and shrinkage estimates from the literature. Furthermore, we describe how to approximate the corresponding posterior distribution of the regression coefficients based on the standard GLM output. We illustrate the approach with the development of a clinical prediction model for 30-day survival in the GUSTO-I trial using logistic regression.Comment: Published at http://dx.doi.org/10.1214/14-STS510 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Kristeva's Thérèse: Mysticism and Modernism

This essay focuses on Julia Kristeva’s recent volume Thérèse mon amour:  Sainte Thérèse d’Avila (2008), describing and placing this blend of novel, play, psychoanalytic cultural theory, and case history in the context of her work.  I argue that the volume contributes to an understanding of religion’s impact—especially Catholic mysticism--on Western categories of women.  I address in particular Thérèse’s mysticism and modernist use of a feminine figure to subvert practices threatening the vitality of the psyche and of social relations.  As in Kristeva’s earlier writing, her psychoanalytic approach to Catholicism’s influence continues to raise questions concerning the apparent stereotypes the approach may feed, especially that of the masochistic woman