Bayesian estimation of a discrete response model with double rules of sample selection

DOI10.1016/j.csda.2014.12.012zbMath1468.62229OpenAlexW1967434738MaRDI QIDQ1663332

Brett A. Inder, Rong Zhang, Xibin Zhang

Publication date: 21 August 2018

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

Full work available at URL: http://business.monash.edu/econometrics-and-business-statistics/research/publications/ebs/wp24-13.pdf

zbMATH Keywords

Gibbs samplerMetropolis-Hastings algorithmmarginal effectsmental illnessordered outcome

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Related Items (2)

Copula based generalized additive models for location, scale and shape with non-random sample selection ⋮ A trivariate additive regression model with arbitrary link functions and varying correlation matrix

Uses Software

• LIMDEP

Cites Work

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• Bayesian inference in a sample selection model
• A Bayesian analysis of the multinomial probit model with fully identified parameters
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• Sample Selection Bias as a Specification Error
• Analysis of multivariate probit models
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Reparameterizing the generalized linear model to accelerate gibbs sampler convergence
• Modelling sample selection using Archimedean copulas
• Bayesian Analysis of Structural Effects in an Ordered Equation System
• Microeconometrics

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