Semiparametric Bayes analysis of longitudinal data treatment models

DOI10.1016/S0304-4076(02)00122-7zbMath1030.62017MaRDI QIDQ1858961

Barton H. Hamilton, Siddhartha Chib

Publication date: 17 February 2003

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

zbMATH Keywords

panel dataDirichlet process priorcausal inferenceaverage treatment effectBayesian matching

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Cites Work

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• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Bayesian inference for causal effects: The role of randomization
• Two-step estimation of panel data models with censored endogenous variables and selection bias
• An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
• Bayesian analysis of cross-section and clustered data treatment models
• Markov chains for exploring posterior distributions. (With discussion)
• Selection corrections for panel data models under conditional mean independence assumptions
• A Bayesian analysis of some nonparametric problems
• Identification of Causal Effects Using Instrumental Variables
• Estimation and Testing of the Union Wage Effect Using Panel Data
• The central role of the propensity score in observational studies for causal effects
• The Calculation of Posterior Distributions by Data Augmentation
• Bayesian residual analysis for binary response regression models
• Matching As An Econometric Evaluation Estimator
• Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables
• Analysis of multivariate probit models
• Estimation of a Panel Data Sample Selection Model
• Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian Analysis of Binary and Polychotomous Response Data
• Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
• Simultaneous-Equation Estimation in a Clinical Trial of the Effect of Smoking on Birth Weight

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