Abstract

A double Pólya-Gamma data augmentation scheme is developed for posterior sampling from a Bayesian hierarchical model of total and categorical count data. The scheme applies to a Negative Binomial - Binomial (NBB) hierarchical regression model with logit links and normal priors on regression coefficients. The approach is shown to be very efficient and in most cases out-performs the Stan program. The hierarchical modeling framework and the Pólya-Gamma data augmentation scheme are applied to human mitochondrial DNA data.

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