What are the advantages of MCMC based inference in latent variable models?

DOI10.1111/1467-9574.00060zbMATH Open1076.62516OpenAlexW2049964725MaRDI QIDQ4469540FDOQ4469540

Authors Richard Paap

Publication date 15 June 2004

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.00060

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

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• A Bayesian analysis of the multinomial probit model with fully identified parameters
• Marginal Likelihood From the Metropolis–Hastings Output
• Marketing models of consumer heterogeneity
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Markov chain Monte Carlo and models of consideration set and parameter heterogeneity
• Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
• Statistical inference in the multinomial multiperiod probit model
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Using simulation methods for bayesian econometric models: inference, development,and communication

Cited in

(8)

• MCMC maximum likelihood for latent state models
• A note on transformed likelihood approach in linear dynamic panel models
• Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
• Bayesian estimation of transition probabilities from repeated cross sections
• On modeling panels of time series
• A data-augmentation method for infectious disease incidence data from close contact groups
• Marginal maximum a posteriori estimation using Markov chain Monte Carlo
• Modelling response error in school effectiveness research

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