Bayesian quantile regression for ordinal models

DOI10.1214/15-BA939zbMath1357.62126OpenAlexW2013214920MaRDI QIDQ516431

Mohammad Arshad Rahman

Publication date: 14 March 2017

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1423083637

zbMATH Keywords

Markov chain Monte CarloGibbs samplingMetropolis-Hastingsasymmetric LaplaceBush Tax cutseducational attainment

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

Related Items

Bayesian quantile regression for ordinal longitudinal data, Bayesian quantile regression for longitudinal count data, Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index, Spatial distribution of the earthquake in mainland China, Bayesian model selection in ordinal quantile regression, Bayesian quantile regression for joint modeling of longitudinal mixed ordinal and continuous data, Bayesian single-index quantile regression for ordinal data, A Bayesian Approach to Multiple-Output Quantile Regression, Dynamic quantile linear models: a Bayesian approach, A discrete density approach to Bayesian quantile and expectile regression with discrete responses, Bayesian quantile regression for analyzing ordinal longitudinal responses in the presence of non-ignorable missingness, Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings, Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Global optimization of statistical functions with simulated annealing
• Optimization by Simulated Annealing
• A new polynomial-time algorithm for linear programming
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Simulation and Monte Carlo
• Fitting and comparison of models for multivariate ordinal outcomes
• The Bayesian Lasso
• On the Implementation of a Primal-Dual Interior Point Method
• Regression Quantiles
• Linear Programming
• Bayesian quantile inference
• Bayesian Measures of Model Complexity and Fit
• Prediction of Functional Status for the Elderly Based on a New Ordinal Regression Model
• A Finite Smoothing Algorithm for Linear $l_1 $ Estimation
• Bayesian Analysis of Binary and Polychotomous Response Data
• Gibbs sampling methods for Bayesian quantile regression
• Introduction to Bayesian Econometrics
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• Bayesian quantile regression
• Deviance information criteria for missing data models