Search Results - subject:"Data augmentation"

A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series

Monokroussos, George - In: Computational Economics 42 (2013) 1, pp. 71-105

objective functions. This paper proposes a classical Markov Chain Monte Carlo (MCMC) estimation technique with data augmentation …

Persistent link: https://www.econbiz.de/10010866872

Analysis of MCMC algorithms for Bayesian linear regression with Laplace errors

Choi, Hee Min; Hobert, James P. - In: Journal of Multivariate Analysis 117 (2013) C, pp. 32-40

Monte Carlo algorithms for exploring π. In particular, it is shown that the Markov operators associated with the data … augmentation (DA) algorithm and a sandwich variant are both trace-class. Consequently, both Markov chains are geometrically ergodic …

Persistent link: https://www.econbiz.de/10011041992

Introducing and evaluating a Gibbs sampler for spatial Poisson regression models

Gschlößl, Susanne; Czado, Claudia - 2005

(2004b) show that by data augmentation via the introduction of two sequences of latent variables a Poisson regression model …

Persistent link: https://www.econbiz.de/10010266145

Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?

Gschlößl, Susanne; Czado, Claudia - 2005

approach is based on Frühwirth-Schnatter and Wagner (2004b) who show that by data augmentation using the introduction of two …

Persistent link: https://www.econbiz.de/10010266205

Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models

Hasselt, Martijn van - Society for Computational Economics - SCE - 2005

algorithms for the model parameters that are based on data augmentation. In addition to the sampler output of the correlation …

Persistent link: https://www.econbiz.de/10005342988

Formal and Informal Care: An Empirical Bayesian Analysis Using the Two-part Model

Du, Juan - In: Forum for Health Economics & Policy 15 (2012) 2

Abstract Informal care provided to the elderly by their children is proposed as a less expensive alternative to institutional long-term care. This paper explores how the elderly's consumption of medical care changes in response to changes in the informal care they receive from their children....

Persistent link: https://www.econbiz.de/10014591801

Correlated binomial regression models

Pires, Rubiane M.; Diniz, Carlos A.R. - In: Computational Statistics & Data Analysis 56 (2012) 8, pp. 2513-2525

correlation functions. A data augmentation scheme is used in order to overcome the complexity of the mixture likelihood. A … Bayesian method for inference is developed for the proposed model which relies on both the data augmentation scheme and the …

Persistent link: https://www.econbiz.de/10011056433

Data augmentation strategies for the Bayesian spatial probit regression model

Berrett, Candace; Calder, Catherine A. - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 478-490

parameter can be used to create data augmentation MCMC algorithms. We compare the performance of several non-collapsed and … partially collapsed data augmentation MCMC algorithms through a simulation study and an analysis of land cover data. …

Persistent link: https://www.econbiz.de/10010574451

Bayesian Analysis of Multilevel Probit Models for Data With Friendship Dependencies

Koskinen, Johan; Stenberg, Sten-Åke - In: Journal of Educational and Behavioral Statistics 37 (2012) 2, pp. 203-230

When studying educational aspirations of adolescents, it is unrealistic to assume that the aspirations of pupils are independent of those of their friends. Considerable attention has also been given to the study of peer influence in the educational and behavioral literature. Typically, in...

Persistent link: https://www.econbiz.de/10011144564

Spectral analytic comparisons for data augmentation

Roy, Vivekananda - In: Statistics & Probability Letters 82 (2012) 1, pp. 103-108

The sandwich algorithm (SA) is an alternative to the data augmentation (DA) algorithm that uses an extra simulation …

Persistent link: https://www.econbiz.de/10010582237