A Bayesian data combination approach for repeated durations under unobserved missing indicators: application to interpurchase-timing in marketing
From MaRDI portal
(Redirected from Publication:1663101)
Recommendations
- A SURVIVAL ANALYSIS INCORPORATING AUXILIARY INFORMATION BY A BAYESIAN GENERALIZED METHOD OF MOMENTS: APPLICATION TO PURCHASE DURATION MODELING
- Duration analysis in longitudinal studies with intermittent observation times and losses to followup
- A Bayesian Approach in Estimating Transition Probabilities of a Discrete-time Markov Chain for Ignorable Intermittent Missing Data
- Use of Bayesian Analysis of Semi-Markov Process Models to Study Consumer Buying Behavior
- Modeling dynamic effects of promotion on interpurchase times
Cites work
- scientific article; zbMATH DE number 3602503 (Why is no real title available?)
- scientific article; zbMATH DE number 774881 (Why is no real title available?)
- A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm
- A Bayesian shrinkage model for incomplete longitudinal binary data with application to the breast cancer prevention trial
- An Approximate Generalized Linear Model with Random Effects for Informative Missing Data
- An MCMC approach to classical estimation.
- Bayesian Analysis of Binary and Polychotomous Response Data
- Bayesian Density Regression
- Bayesian Econometric Methods
- Bayesian Semiparametric Dynamic Frailty Models for Multiple Event Time Data
- Bayesian empirical likelihood for quantile regression
- Bayesian generalized method of moments
- Bayesian inference for finite mixtures of generalized linear models with random effects
- Bayesian latent variable models for mixed discrete outcomes
- Combining Micro and Macro Data in Microeconometric Models
- Cox's regression model for counting processes: A large sample study
- Empirical-Likelihood-Based Inference in Missing Response Problems and Its Application in Observational Studies
- Generalized Linear Models Incorporating Population Level Information: An Empirical-Likelihood-Based Approach
- Gibbs Sampling Methods for Stick-Breaking Priors
- Informative Drop-Out in Longitudinal Data Analysis
- Kernel stick-breaking processes
- Latent Pattern Mixture Models for Informative Intermittent Missing Data in Longitudinal Studies
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models
- Miscellanea. Combining parametric and empirical likelihoods
- Missing responses in generalized linear mixed models when the missing data mechanism is nonintegrable
- Modeling dynamic effects of promotion on interpurchase times
- Modeling the Drop-Out Mechanism in Repeated-Measures Studies
- Nonparametric Bayes conditional distribution modeling with variable selection
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- Pattern-Mixture Models for Multivariate Incomplete Data
- Semiparametric Bayesian Analysis of Multiple Event Time Data
- Semiparametric Bayesian Analysis of Survival Data
- Semiparametric Bayesian estimation for marginal parametric potential outcome modeling: application to causal inference
- Sensitivity analysis of longitudinal data with intermittent missing values
- The Calculation of Posterior Distributions by Data Augmentation
This page was built for publication: A Bayesian data combination approach for repeated durations under unobserved missing indicators: application to interpurchase-timing in marketing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1663101)
