Showing 1 - 10 of 447
Bayesian variable selection in quantile regression models is often a difficult task due to the computational challenges and non-availability of conjugate prior distributions. These challenges are rarely addressed via either penalized likelihood function or stochastic search variable selection....
Persistent link: https://www.econbiz.de/10010666175
This paper investigates the use of different priors to improve the inflation forecasting performance of BVAR models with Litterman’s prior. A Quasi-Bayesian method, with several different priors, is applied to a VAR model of simulated data as well as to the Australian economy from 1978:Q2 to...
Persistent link: https://www.econbiz.de/10010714188
In many studies, a primary endpoint and longitudinal measures of a continuous response are collected for each participant along with other covariates, and the association between the primary endpoint and features of the longitudinal profiles is of interest. One challenge is that the features of...
Persistent link: https://www.econbiz.de/10009431291
Persistent link: https://www.econbiz.de/10005395852
In this paper we consider the regression problem for random sets of the Boolean-model type. Regression modeling of the Boolean random sets using some explanatory variables are classified according to the type of these variables as propagation, growth or propagation-growth models. The maximum...
Persistent link: https://www.econbiz.de/10005458146
This article presents a universal quantile-quantile (QQ) plot that may be used to assess the fit of a family of absolutely continuous distribution functions in a possibly non-homogeneous population. This plot is more general than probability plotting papers because it may be used for...
Persistent link: https://www.econbiz.de/10005458344
Studies on event occurrence aim to investigate if and when subjects experience a particular event. The timing of events may be measured continuously using thin precise units or discretely using time periods. The latter metric of time is often used in social science research and the generalized...
Persistent link: https://www.econbiz.de/10011138714
We consider testing regression coefficients in high dimensional generalized linear models. By modifying a test statistic proposed by Goeman et al. (2011) for large but fixed dimensional settings, we propose a new test which is applicable for diverging dimension and is robust for a wide range of...
Persistent link: https://www.econbiz.de/10011109226
Background: Dental services differ from other health services in several dimensions. One important difference is that a substantial share of costs of dental services ? especially those beyond routine dental treatment - are paid directly by the patient out-of-pocket. Objectives: We analyze the...
Persistent link: https://www.econbiz.de/10011078596
This paper presents a new efficient and robust smooth-threshold generalized estimating equations for generalized linear models (GLMs) with longitudinal data. The proposed method is based on a bounded exponential score function and leverage-based weights to achieve robustness against outliers...
Persistent link: https://www.econbiz.de/10011117685