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Persistent link: https://www.econbiz.de/10003761749
We propose a new class of state space models for longitudinal discrete response data where the observation equation is specified in an additive form involving both deterministic and random linear predictors. These models allow us to explicitly address the effects of trend, seasonal or other...
Persistent link: https://www.econbiz.de/10003421296
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There has been much recent interest in Bayesian inference for generalized additive and related models. The increasing popularity of Bayesian methods for these and other model classes is mainly caused by the introduction of Markov chain Monte Carlo (MCMC) simulation techniques which allow the...
Persistent link: https://www.econbiz.de/10002719415
In Markov-switching regression models, we use Kullback-Leibler (KL) divergence between the true and candidate models to select the number of states and variables simultaneously. In applying Akaike information criterion (AIC), which is an estimate of KL divergence, we find that AIC retains too...
Persistent link: https://www.econbiz.de/10014028086
We approximate the error density of a nonparametric regression model by a mixture of Gaussian densities with means being the individual error realizations and variance a constant parameter. We investigate the construction of a likelihood and posterior for bandwidth parameters under this...
Persistent link: https://www.econbiz.de/10009406374
The influence of maternal health problems on child's worrying status is important in practice in terms of the intervention of maternal health problems early for the influence on child's worrying status. Conventional methods apply symmetric prior distributions such as a normal distribution or a...
Persistent link: https://www.econbiz.de/10010253468
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In this paper, we propose a generic Bayesian framework for inference in distributional regression models in which each parameter of a potentially complex response distribution and not only the mean is related to a structured additive predictor. The latter is composed additively of a variety of...
Persistent link: https://www.econbiz.de/10010189552