Model selection in binary and Tobit quantile regression using the Gibbs sampler
DOI10.1016/J.CSDA.2011.10.003zbMATH Open1243.62033OpenAlexW2080081019MaRDI QIDQ433242FDOQ433242
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
Recommendations
Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Numerical analysis or methods applied to Markov chains (65C40)
Cites Work
- Censored regression quantiles
- Regression Quantiles
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Maximum score estimation of the stochastic utility model of choice
- Quasi-maximum likelihood estimation for conditional quantiles
- Flexible Bayesian quantile regression for independent and clustered data
- Bayesian semiparametric modelling in quantile regression
- The Bayesian Lasso
- Bayesian quantile inference
- Bayesian Semiparametric Median Regression Modeling
- Modeling Regression Error With a Mixture of Polya Trees
- Goodness of Fit and Related Inference Processes for Quantile Regression
- A Bayesian Semiparametric Accelerated Failure Time Model
- Bayesian Analysis of Binary and Polychotomous Response Data
- Gibbs sampling methods for Bayesian quantile regression
- A Bayesian nonparametric approach to inference for quantile regression
- Bayesian quantile regression
- Nonparametric regression using Bayesian variable selection
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
- Title not available (Why is that?)
- Title not available (Why is that?)
- An MCMC approach to classical estimation.
- Bayesian regularized quantile regression
- Quantile regression for longitudinal data using the asymmetric Laplace distribution
- Variable selection for regression models
- Bayesian lasso regression
- Title not available (Why is that?)
- Likelihood-free Bayesian estimation of multivariate quantile distributions
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Bayes inference in the Tobit censored regression model
- Bootstrapping Quantile Regression Estimators
- Bayesian analysis of a Tobit quantile regression model
- An Alternative Estimator for the Censored Quantile Regression Model
- Three-Step Censored Quantile Regression and Extramarital Affairs
- Variable selection in quantile regression
- Semiparametric estimation of a work-trip mode choice model
- Quantile pyramids for Bayesian nonparametrics
- Bayesian constrained variable selection
- Improving the computation of censored quantile regressions
- Regularized simultaneous model selection in multiple quantiles regression
- Estimation and specification testing in female labor participation models: parametric and semiparametric methods
- Title not available (Why is that?)
Cited In (21)
- Bayesian Lasso binary quantile regression
- Type I Tobit Bayesian additive regression trees for censored outcome regression
- Conjugate priors and variable selection for Bayesian quantile regression
- Bayesian tobit quantile regression with penalty
- Binary quantile regression and variable selection: a new approach
- A non-iterative posterior sampling algorithm for linear quantile regression model
- Model selection in quantile regression models
- Variable selection in quantile regression via Gibbs sampling
- Bayesian variable selection in binary quantile regression
- Bayesian variable selection in quantile regression using the Savage-Dickey density ratio
- Bayesian analysis for zero-or-one inflated proportion data using quantile regression
- Bayesian model selection in ordinal quantile regression
- Bayesian elastic net Tobit quantile regression
- Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
- Bayesian composite tobit quantile regression
- Bayesian binary quantile regression for the analysis of bachelor-to-master transition
- Bayesian quantile regression using the skew exponential power distribution
- Group penalized quantile regression
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Quantile regression with group Lasso for classification
- A Gibbs Sampling Algorithm for a Changing Regression Model with Pooled Binary Response Data
Uses Software
This page was built for publication: Model selection in binary and Tobit quantile regression using the Gibbs sampler
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q433242)