Bayesian dynamic probit models for the analysis of longitudinal data

DOI10.1016/j.csda.2013.04.016zbMath1471.62190OpenAlexW1968622173MaRDI QIDQ1615165

Minje Sung, Refik Soyer

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

longitudinal datamodel selectionMarkov modelsBayesian inferencedynamic linear models

Mathematics Subject Classification ID

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

Related Items

Analysis of binary longitudinal data with time-varying effects ⋮ Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results ⋮ A closed-form filter for binary time series

Uses Software

• R
• BUGS

Cites Work

• Unnamed Item
• Bayesian forecasting and dynamic models.
• Auxiliary mixture sampling with applications to logistic models
• BUGS for a Bayesian analysis of stochastic volatility models
• Marginal Likelihood from the Gibbs Output
• Markov chain Monte Carlo for dynamic generalised linear models
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
• Likelihood analysis of non-Gaussian measurement time series
• Modeling Longitudinal Data with Ordinal Response by Varying Coefficients
• Particle Filtering for Partially Observed Gaussian State Space Models
• Bayes Factors
• Bayesian Analysis of Binary and Polychotomous Response Data

This page was built for publication: Bayesian dynamic probit models for the analysis of longitudinal data