Posterior simulation and Bayes factors in panel count data models

DOI10.1016/S0304-4076(97)00108-5zbMath1041.62524OpenAlexW2114455774MaRDI QIDQ1298436

Rainer Winkelmann, Edward Greenberg, Siddhartha Chib

Publication date: 1998

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00108-5

zbMATH Keywords

Markov chain Monte CarloBayes factorPoisson regressionMetropolis-Hastings algorithmGibbs samplingImportance samplingCount dataMarginal likelihood

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Related Items

On the use of marginal posteriors in marginal likelihood estimation via importance sampling, Estimating demand systems when outcomes are correlated counts, Note on the Sampling Distribution for the Metropolis-Hastings Algorithm, Semiparametric Bayesian Markov analysis of personalized benefit-risk assessment, Longitudinal Poisson modeling: an application for CD4 counting in HIV-infected patients, Estimation of the SUR Tobit model via the MCECM algorithm., The MCMC and SML estimation of a self-selection model with two outcomes, Assessing the Impact of a Movement Network on the Spatiotemporal Spread of Infectious Diseases, Information acquisition and/or bid preparation: a structural analysis of entry and bidding in timber sale auctions, Assessing the Precision of Turning Point Estimates in Polynomial Regression Functions, Considering endogeneity for optimal catalog allocation in direct marketing, A Hybrid Approximation Bayesian Test of Variance Components for Longitudinal Data, Accounting for persistence in panel count data models. An application to the number of patents awarded, Sparse estimation of multivariate Poisson log‐normal models from count data, Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare, Auxiliary mixture sampling with applications to logistic models, A Bayesian approach for semiparametric regression analysis of panel count data, The Monte Carlo EM method for estimating multivariate tobit latent variable models

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Markov chains for exploring posterior distributions. (With discussion)
• Marginal Likelihood from the Gibbs Output
• Accurate Approximations for Posterior Moments and Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Bayesian Analysis of Linear and Non-Linear Population Models by Using the Gibbs Sampler
• Bayes Factors
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item