Model selection in binary and Tobit quantile regression using the Gibbs sampler

DOI10.1016/J.CSDA.2011.10.003MaRDI QIDQ433242zbMATH OpenOpenAlexFDO

Authors Yonggang Ji, Nan Lin, Baoxue Zhang

Publication date 13 July 2012

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

Full work available at URL https://doi.org/10.1016/j.csda.2011.10.003

zbMATH Keywords

tablesBayesian model selectionasymmetric Laplace distributionbinary quantile regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

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• Quasi-maximum likelihood estimation for conditional quantiles
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• Semiparametric estimation of a work-trip mode choice model
• The Bayesian Lasso
• Three-Step Censored Quantile Regression and Extramarital Affairs
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Cited in

(21)

• A non-iterative posterior sampling algorithm for linear quantile regression model
• A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data
• Bayesian model selection in ordinal quantile regression
• Bayesian binary quantile regression for the analysis of bachelor-to-master transition
• Bayesian tobit quantile regression with penalty
• Binary quantile regression and variable selection: a new approach
• Bayesian quantile regression using the skew exponential power distribution
• Noncrossing structured additive multiple-output Bayesian quantile regression models
• Quantile regression with group Lasso for classification
• Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
• Model selection in quantile regression models
• Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
• Group penalized quantile regression
• Bayesian composite tobit quantile regression
• Type I Tobit Bayesian additive regression trees for censored outcome regression
• Conjugate priors and variable selection for Bayesian quantile regression
• Bayesian variable selection in binary quantile regression
• Bayesian analysis for zero-or-one inflated proportion data using quantile regression
• Bayesian Lasso binary quantile regression
• Variable selection in quantile regression via Gibbs sampling
• Bayesian elastic net Tobit quantile regression

Describes a project that uses

Uses Software

• boa
• Mcmcpack
• Glmulti
• truncnorm

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