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Bayesian analysis of ordinal survey data using the Dirichlet process ...

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indication <strong>of</strong> lack <strong>of</strong> convergence in <strong>the</strong> Markov chain. Fur<strong>the</strong>rmore, autocorrelation plotsappear to dampen quickly. This provides added evidence <strong>of</strong> <strong>the</strong> convergence <strong>of</strong> <strong>the</strong> Markovchain and also suggests that it may be appropriate to average Markov chain output asthough <strong>the</strong> variates are independent. In addition to <strong>the</strong> diagnostics described, multiplechains were generated to provide fur<strong>the</strong>r assurance <strong>of</strong> <strong>the</strong> reliability <strong>of</strong> <strong>the</strong> methods.For example, <strong>the</strong> Brooks-Gelman-Rubin statistic (Brooks and Gelman 1997) gave noindication <strong>of</strong> lack <strong>of</strong> convergence.We now consider <strong>the</strong> <strong>analysis</strong> <strong>of</strong> <strong>the</strong> SFU <strong>survey</strong> <strong>data</strong> <strong>using</strong> <strong>the</strong> methodology <strong>of</strong> RGA(Rossi, Gilula and Allenby 2001). Whereas our model uses known cut-points which convert<strong>the</strong> latent variable Y ij to <strong>the</strong> observed X ij , RGA have cut-points that are determined viaconstraints and a single unknown parameter e. For <strong>the</strong> RGA <strong>analysis</strong>, λ i = c + di + ei 2 ,i = 1, . . . , 4, and <strong>the</strong> constraints ∑ 4i=1 λ i = 12 and ∑ 4i=1 λ 2 i = 41 were imposed suchthat <strong>the</strong> cut-points are apriori centred about <strong>the</strong> known cut-points in our model wheree ∼ Uniform(−0.2, 0.2).Fitting <strong>the</strong> RGA model, we obtained posterior means e = −0.003, λ 1 = 1.50, λ 2 =2.51, λ 3 = 3.51 and λ 4 = 4.48 where we observe that <strong>the</strong> RGA cut-points are very closeto <strong>the</strong> fixed cut-points used in our model. To compare <strong>the</strong> fit <strong>of</strong> <strong>the</strong> RGA model withour model <strong>using</strong> <strong>the</strong> SFU <strong>survey</strong> <strong>data</strong>, we calculated <strong>the</strong> posterior mean <strong>of</strong> <strong>the</strong> diagnosticD = ∑ (y ij − β ij ) 2 where β ij denotes <strong>the</strong> mean <strong>of</strong> y ij and <strong>the</strong> summation is taken overall pairs (i, j) where x ij ≠ 1 and x ij ≠ 5 (see (1)). The restricted summation is imposedsince <strong>the</strong> RGA model does not impose lower and upper values for y ij , and consequentlysmall/large posterior variates y ij greatly inflate <strong>the</strong> diagnostic D. The diagnostic D isin <strong>the</strong> spirit <strong>of</strong> deviances (McCullagh and Nelder 1989) where y ij denotes <strong>the</strong> underlyinglatent score in both <strong>the</strong> RGA model and in our model. In <strong>the</strong> RGA model (2), β ij = µ j +τ i ,and in our model (3), β ij = b i (µ j + a i − 3) + 3. Whereas <strong>the</strong> RGA model gave D = 936,16

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