Software
A) Bayesian Modeling
(Dichotomous IRT and Binary regression models with symmetrical and asymmetrical links functions using WinBUGS)
Regression and Dichotomous Item Response Theory using asymmetrical and symmetrical links function under a Bayesian approach using Markov chain Monte Carlo (MCMC) methods. Subsequently, the syntax can be executed in the programs OpenBUGS (Spiegelhalter, Thomas, Best, Lunn, 2007), WinBUGS (Spiegelhalter, Thomas, Best, Lunn, 2003) or in R program (R Development Core Team, 2004) through the libraries R2WinBUGS and R2OpenBUGS (Sturtz, Ligges and Gelman, 2005), BRugs (Thomas, et al, 2006) and rbugs.
Donwload this software: Dowload Bayesian Modeling software (version March 14 2012)
Note: save the .rar file to the desktop and then unzip the folder. It is not necessary to install. Please read the manual.
Donwload this software: Dowload Bayesian Modeling software (version March 14 2012)
Note: save the .rar file to the desktop and then unzip the folder. It is not necessary to install. Please read the manual.
Models
- Binary regression models:
Symmetric links: Logit, probit
Assymetric links: Cloglog, Power Logit, Scobit, Skew Logit, Skew Probit: (CDS, BBB, Standard).
- Dichotomous IRT models:
• Symmetric: logistic (1L, 2L, 3L), probit (1P, 2P, 3P).
• Asymmetric: LPE (1LPE, 2LPE, 3LPE), RLPE (1RLPE, 2RLPE, 3RLPE), skew probit (1SP, 2SP).
References
- Bazán. J. (2011). BayesianModeling User Manual. Software. Departamento de Ciencias. PUCP. Download manual.
- Bazán, J. L. (2012). Item Response Theory in WinBUGS using BayesianModeling Software. Software Highlight in ISBA Bolletin 19 (1), 8-10. Download.
Tutorials
Associate Papers
- Bazán, J. L. , Bolfarine, H. y Branco, D. M. (2010) A framework for skew-probit links in Binary regression. Communications in Statistics - Theory and Methods, 39, 678-697. Download.
- Bazán, J. L. , Bolfarine, H. & Branco, D. M. (2006). A generalized skew probit class link for binary regression. Technical report (RT-MAE-2006-05). Department of Statistics. University of São Paulo. Download.
- Bazán, J. L. , Bolfarine, H. & Branco, D. M. (2006). A generalized skew probit class link for binary regression. Technical report (RT-MAE-2006-05). Department of Statistics. University of São Paulo. Download.
- Bazán, J. L (2011). Modelos asimétricos em TRI. II Conbratri. Salvador Bahia. 07 a 09 de Dezembro. Minicurso. Download.
- Bolfarine, H., Bazán, J. L. (2010) Bayesian Estimation of the Logistic Positive Exponent IRT model. Journal of Educational Behavioral Statistics, 35-6, 693-713. Download.
- Bazán, J., Valdivieso, L., Calderón, A. (2010). Enfoque bayesiano en modelos de Teoría de Resposta ao Item. Reporte de Investigación. Serie B. Nro 25. Departamento de Ciencias. PUCP. Download.
- Bazán, J. L., Branco, D. M. & Bolfarine (2006). A skew item response model. Bayesian Analysis, pp 861-- 892. Download.
B) BRMUW
(Binary regression model using WinBUGS)
BRMUW, in Spanish, is a Windows program written in Visual C++ to generate syntax of several models of Binary Regression using asymmetrical and symmetrical links function under a Bayesian approach using Markov chain Monte Carlo (MCMC) methods. Subsequently, the syntax can be executed in the programs OpenBUGS (Spiegelhalter, Thomas, Best, Lunn, 2007), WinBUGS (Spiegelhalter, Thomas, Best, Lunn, 2003) or in R program (R Development Core Team, 2004) through the libraries R2WinBUGS and R2OpenBUGS (Sturtz, Ligges and Gelman, 2005), BRugs (Thomas, et al, 2006) and rbugs.
Download BRMUW software (Version, December 8, 2011).
Download BRMUW software (Version, December 8, 2011).
Models
- Binary regression models:
Symmetric links: Logit, probit
Assymetric links: Cloglog, Power Logit, Scobit, Skew Logit, Skew Probit: (CDS, BBB, Standard).
References
- Bazán. J. (2010). Manual de uso de BRMUW. Software. Departamento de Ciencias. PUCP. Download manual.
- Bazán, J., Bayes, C. (2010). Inferencia Bayesiana en Modelos de Regresión Binaria usando BRMUW. Reporte de Investigación. Serie B. Nro 25. Departamento de Ciencias. PUCP. Download Report.
- Bazán, J. L., Millones, O (2008). Una clasificación de modelos de regresión binaria asimétrica: el uso del BAYES-PUCP en una aplicación sobre la decisión del cultivo ilícito de hoja de coca. Economía 29 (62), 17-32. PUCP. Download.
Tutorials
Please note that all of my software is constantly being developed. I do my best to check the code and algorithms; but unfortunately, I can only test the software for myself (or with the help of some colleagues and students). Please contact me if you find any errors. I will do my best to fix them quickly. I also appreciate any suggestions you may have for improving the programs (or even new programming ideas). Of course, this also means that if you find something you like, check back occasionally to see if a new update is available.
Associated Papers
- Bazán, J. L. , Bolfarine, H. y Branco, D. M. (2010) A framework for skew-probit links in Binary regression. Communications in Statistics - Theory and Methods, 39, 678-697. Download.
- Bazán, J. L. , Bolfarine, H. & Branco, D. M. (2006). A generalized skew probit class link for binary regression. Technical report (RT-MAE-2006-05). Department of Statistics. University of São Paulo. Download.
- Bazán, J. L. , Bolfarine, H. & Branco, D. M. (2006). A generalized skew probit class link for binary regression. Technical report (RT-MAE-2006-05). Department of Statistics. University of São Paulo. Download.
C) R Packages
- Powdist: Power and Reversal Power Distributions
Density, distribution function, quantile function and random generation for the family of power and reversal power distributions.
More information is available here.
- Llogistic: The L-Logistic Distribution
Density, distribution function, quantile function and random generation for the L-Logistic distribution with parameters m and phi. The parameter m is the median of the distribution.
More information is available here.
- llbayesireg: The L-Logistic Bayesian Regression
R functions and data sets for the work Paz, R.F., Balakrishnan, N and Bazán, J.L. (2018). L-logistic regression models: Prior sensitivity analysis, robustness to outliers and applications. Brazilian Journal of Probability and Statistics, <https://www.imstat.org/wp-content/uploads/2018/05/BJPS397.pdf>.
More information is available here.
Associated Papers
- Da Paz, R. F., Balakrishnan, N, Bazán, J. L. (2019). L-Logistic regression models: Prior sensitivity analysis, robustness to outliers and applications. Brazilian Journal of Probability and Statistics, 33, 455-479. Download.
- Bazán, J.L. ; Torres-Aviles, F. ; Suzuki, A. K. ; Louzada-Neto F (2017). Power and reversal power links for binary regressions: An application for motor insurance policyholders. Applied Stochastic Models in Business and Industry v.33, p. 22-34. Download.