Efficient Gibbs sampler for Bayesian analysis of a sample selection model

DOI10.1016/J.SPL.2007.03.015MaRDI QIDQ2643042zbMATH OpenOpenAlexFDO

Authors Yasuhiro Omori

Publication date 23 August 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2007.03.015

zbMATH Keywords

Bayesian analysisGibbs samplersample selection modelTobit model

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Bayesian inference (62F15)

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Cites work

• A Bayesian analysis of the multinomial probit model with fully identified parameters
• Analysis of treatment response data without the joint distribution of potential outcomes
• Bayes inference in the Tobit censored regression model
• Bayesian Analysis of Binary and Polychotomous Response Data
• Estimation of Relationships for Limited Dependent Variables
• Generalised Gibbs sampler and multigrid Monte Carlo for Bayesian computation
• scientific article; zbMATH DE number 2002843 (Why is no real title available?)
• Markov chains for exploring posterior distributions. (With discussion)
• Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
• Tobit models: A survey

Cited in

(14)

• Bayesian estimation of a discrete response model with double rules of sample selection
• Correcting for sample selection bias in Bayesian distributional regression models
• A new go-to sampler for Bayesian probit regression
• Tobit model with covariate dependent thresholds
• GIBBS SAMPLERS FOR A SET OF SEEMINGLY UNRELATED REGRESSIONS
• An index sampling algorithm for the bayesian analysis of a class of model selection problems
• Learning, convergence and economic constraints
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• The Efficiency of Next-Generation Gibbs-Type Samplers: An Illustration Using a Hierarchical Model in Cosmology
• Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
• A Fresh Look at the Running Time Analysis for the Gibbs Sampler
• Bayesian inference in a sample selection model
• A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data
• Posterior analysis of lognormal regression models using the Gibbs sampler

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Uses Software

• Ox

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