Bayesian dynamic probit models for the analysis of longitudinal data

DOI10.1016/J.CSDA.2013.04.016MaRDI QIDQ1615165zbMATH OpenOpenAlexFDO

Authors Refik Soyer, Minje Sung

Publication date 2 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2013.04.016

zbMATH Keywords

model selectionBayesian inferencelongitudinal dataMarkov modelsdynamic linear models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 849928 (Why is no real title available?)
• Auxiliary mixture sampling with applications to logistic models
• BUGS for a Bayesian analysis of stochastic volatility models
• Bayes Factors
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian forecasting and dynamic models.
• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
• Likelihood analysis of non-Gaussian measurement time series
• Marginal Likelihood from the Gibbs Output
• Markov chain Monte Carlo for dynamic generalised linear models
• Modeling Longitudinal Data with Ordinal Response by Varying Coefficients
• Particle Filtering for Partially Observed Gaussian State Space Models
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

Cited in

(13)

• Analysis of binary longitudinal data with time-varying effects
• Estimation in an Empirical Bayes Model for Longitudinal and Cross-Sectionally Clustered Binary Data
• Modeling first bid in retail secondary market online auctions: a Bayesian approach
• A Bayesian semiparametric dynamic two-level structural equation model for analyzing non-normal longitudinal data
• Kalman filtering and sequential Bayesian analysis
• Longitudinal data analysis using Bayesian-frequentist hybrid random effects model
• Dynamic Bayesian beta models
• A closed-form filter for binary time series
• Hierarchical Bayesian Transition Models for the Analysis of Binary Longitudinal Data
• Dynamic empirical Bayes models and their applications to longitudinal data analysis and prediction
• Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
• Modeling Multiple Time-Varying Related Groups: A Dynamic Hierarchical Bayesian Approach With an Application to the Health and Retirement Study
• Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being

Describes a project that uses

Uses Software

• BUGS
• R

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