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to combine bootstrap and Bayesian inferences. Our goal is to yield intervals that combine robustness with good small … (Rosenheck et al, 1997).In part III, we consider the combination of bootstrap and Bayes inferences. In the case of independent … identically distributed samples, the simple bootstrap yields confidence limits that are asymptotically correct to the first order …
Persistent link: https://www.econbiz.de/10009476653
Bayesian literature, with many variations and some preference for two versions labelled pppost and pcpred. The bootstrap method … develop: an ancillary based p-value designated panc; a special version of the Bayesian pcpred; and a bootstrap based p …. For implementation the Bayesian and likelihood procedures would perhaps require the same numerical computations, while the …
Persistent link: https://www.econbiz.de/10009002740
forward, backward, and stepwise confounding variable selection estimate the ATE compared to spike-and-slab Bayesian variable …. Overall, results suggest that Bayesian variable selection is more appealing in smaller sample sizes than frequentist variable …
Persistent link: https://www.econbiz.de/10015209977
If firms borrow working capital to finance production, then nominal interest rates have a direct influence on in inflation dynamics, which appears to be the case empirically. However, interest rates may only partly mirror the cost of working capital. In this paper we explore the role of bank...
Persistent link: https://www.econbiz.de/10013370081
There has been a call for caution when using the conventional method for Bayesian inference in setidentified structural …
Persistent link: https://www.econbiz.de/10014388427
available. For this situation, we employ a Bayesian quadrature method because it allows us to incorporate prior assumptions on …
Persistent link: https://www.econbiz.de/10010319199
new framework uses Bayesian technique, one-stage approach and non-parametric frontiers to avoid these three drawbacks. In …-parametric dynamic stochastic frontier analysis (SFA) models with an AR(1) structure and performed the analysis via Bayesian inference …
Persistent link: https://www.econbiz.de/10009461080
compared to the non-dynamic form of the model. DGLMs are also Bayesian in terms of their structure and so a Bayesian approach …
Persistent link: https://www.econbiz.de/10009461351
this stage will lead to efficient usage of limited resources. We proposed a cost efficient Bayesian optimal design method …
Persistent link: https://www.econbiz.de/10009464058
data from the LNG industry are very sparse. Bayesian estimation isidentified as one method to compensate for its weaknesses …. It can update the generic datawith plant specific data.Based on Bayesian estimation, the frequencies of initiating events …-PFDconversion method was used instead. By the combination of Bayesian estimation andLOPA procedures, the Bayesian-LOPA methodology was …
Persistent link: https://www.econbiz.de/10009464978