Bayesian analysis of heavy-tailed Heckman selection models using Hamiltonian Monte Carlo
From MaRDI portal
Cites work
- A Heckman selection-\(t\) model
- A sample selection model with skew-normal distribution
- Applied Econometrics with R
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Bayesian analysis of linear regression models with autoregressive symmetrical errors and incomplete data
- Bayesian Approach for Nonlinear Random Effects Models
- Bayesian methods for data analysis.
- Bayesian model selection and statistical modeling.
- Deviance information criteria for missing data models
- Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
- Flexible clustering via Gaussian parsimonious mixture models with censored and missing values
- Heckman selection-\(t\) model: parameter estimation via the EM-algorithm
- scientific article; zbMATH DE number 5668407 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- Learning Hamiltonian Monte Carlo in R
- Linear and nonlinear mixed-effects models for censored HIV viral loads using normal/independent distributions
- Mixtures of \(t\) factor analysers with censored responses and external covariates: an application to educational data from Peru
- Mixtures of multivariate contaminated normal regression models
- Multivariate Contaminated Normal Censored Regression Model: Properties and Maximum Likelihood Inference
- Multivariate extended skew-t distributions and related families
- New EM-type algorithms for the Heckman selection model
- Objective Bayesian analysis for the Student-t regression model
- On some characterizations of the \(t\)-distribution
- Penalized complexity priors for the skewness parameter of power links
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Robust clustering in regression analysis via the contaminated Gaussian cluster-weighted model
- Sample Selection Bias as a Specification Error
- Shadow Prices, Market Wages, and Labor Supply
- The multivariate skew-slash distribution
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- Understanding predictive information criteria for Bayesian models
- Understanding some long‐tailed symmetrical distributions
This page was built for publication: Bayesian analysis of heavy-tailed Heckman selection models using Hamiltonian Monte Carlo
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6850928)
