Hierarchical overdispersed Poisson model with macrolevel autocorrelation

Abstract We review Bayesian analysis of hierarchical non-standard Poisson regression models with an emphasis on microlevel heterogeneity and macrolevel autocorrelation. For the former case, we confirm that negative binomial regression usually accounts for microlevel heterogeneity (overdispersion) satisfactorily; for the latter case, we apply the simple first-order Markov transition model to conveniently capture the macrolevel autocorrelation which often arises from temporal and/or spatial count data, rather than attaching complex random effects directly to the regression parameters. Specifically, we extend the hierarchical (multilevel) Poisson model into negative binomial models with macrolevel autocorrelation using restricted gamma mixture with unit mean and Markov transition covariate created from preceding residuals. We prove a mild sufficient condition for posterior propriety under flat prior for the interesting fixed effects. Our methodology is implemented by analyzing the Baltic sea peracarids diurnal activity data published in the marine biology and ecology literature.