Bayes inference in the Tobit censored regression model

DOI10.1016/0304-4076(92)90030-UzbMath0742.62033MaRDI QIDQ1186049

Siddharta Chib

Publication date: 28 June 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Bayes estimationMonte Carlo procedurescensoringGibbs samplingdata augmentationdiffuse priorsnormally distributed errorsexistence of posterior momentsLaplacian approximationssymmetric multivariate-\(t\) distributionsTobit censored regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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