Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection

DOI10.1080/02331888.2019.1624964zbMath1426.62090OpenAlexW2966627118MaRDI QIDQ5228864

Taeyoung Roh, Taeryon Choi, Hea-Jung Kim

Publication date: 13 August 2019

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2019.1624964

zbMATH Keywords

Bernstein polynomialsscale mixture of normal distributionmonotone constraintbias correction methodsample selection data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items (3)

A Generalized Heckman Model With Varying Sample Selection Bias and Dispersion Parameters ⋮ New EM-type algorithms for the Heckman selection model ⋮ Heckman selection-\(t\) model: parameter estimation via the EM-algorithm

Uses Software

• Stata

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust modeling using non-elliptically contoured multivariate \(t\) distributions
• Estimation of a regression spline sample selection model
• Bayesian robust inference of sample selection using selection-\(t\) models
• On Bayesian estimation of regression models subject to uncertainty about functional constraints
• Bayesian inference in a sample selection model
• A class of weighted multivariate normal distributions and its properties
• Nonparametric curve estimation with Bernstein estimates
• Bayesian hierarchical robust factor analysis models for partially observed sample-selection data
• Shape restricted nonparametric regression with Bernstein polynomials
• Bayesian Spectral Analysis Regression with Shape Restrictions
• Introduction to Bayesian Econometrics
• Modelling and Evaluating Treatment Effects in Econometrics
• Bayes estimation subject to uncertainty about parameter constraints
• Inference and missing data
• Sample Selection Bias as a Specification Error
• A Predictive Approach to Model Selection
• Quantile Selection Models With an Application to Understanding Changes in Wage Inequality
• A Heckman Selection-tModel
• Bayesian bivariate quantile regression
• A variable selection approach to monotonic regression with Bernstein polynomials
• Bayesian variable selection approach to a Bernstein polynomial regression model with stochastic constraints
• Bayesian Analysis of Binary and Polychotomous Response Data
• A unified view on skewed distributions arising from selections
• Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
• Multivariate measurement error models based on scale mixtures of the skew–normal distribution
• A hierarchical Bayesian regression model for the uncertain functional constraint using screened scale mixtures of Gaussian distributions
• A general class of multivariate skew-elliptical distributions

This page was built for publication: Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection