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Spatial Panel Data Model with error dependence: a Bayesian Separable Covariance Approach
Leorato, Samantha; Mezzetti, Maura - Centro di Studi Internazionali Sull'Economia e la … - 2015
A hierarchical Bayesian model for spatial panel data is proposed. The idea behind the proposed method is to analyze … spatially dependent panel data by means of a separable covariance matrix. Let us indicate the observations as yit, i = 1,...,N …
Persistent link: https://www.econbiz.de/10011249492
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Ein Bayessches Kontrollmodell zur Erfahrungstarifierung
Uebis, Klaus-Dieter - 1997
Persistent link: https://www.econbiz.de/10004346965
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Revolutions in panel research : new questions, new solutions ; [ESOMAR Seminar], Munich (Germany), February 1997
Schöneberg, Ulrike (contributor) - 1997
Persistent link: https://www.econbiz.de/10004351598
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Les panels : leur pratique - leurs utilisations
Opsomer, Claire - 1987
Persistent link: https://www.econbiz.de/10004059525
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Discussing the “big n problem”
Lasinio, Giovanna Jona; Mastrantonio, Gianluca; … - In: Statistical Methods and Applications 22 (2013) 1, pp. 97-112
When a large amount of spatial data is available computational and modeling challenges arise and they are often labeled as “big n problem”. In this work we present a brief review of the literature. Then we focus on two approaches, respectively based on stochastic partial differential...
Persistent link: https://www.econbiz.de/10010998684
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A primer on disease mapping and ecological regression using <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\texttt{INLA}}$$</EquationSource> </InlineEquation>
Schrödle, Birgit; Held, Leonhard - In: Computational Statistics 26 (2011) 2, pp. 241-258
Persistent link: https://www.econbiz.de/10009149748
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Bayesian computing with INLA: New features
Martins, Thiago G.; Simpson, Daniel; Lindgren, Finn; … - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 68-83
The INLA approach for approximate Bayesian inference for latent Gaussian models has been shown to give fast and … accurate estimates of posterior marginals and also to be a valuable tool in practice via the R-package R-INLA. New developments … in the R-INLA are formalized and it is shown how these features greatly extend the scope of models that can be analyzed …
Persistent link: https://www.econbiz.de/10011056405
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Extension of some important identities in shrinkage-pretest strategies
Nkurunziza, Sévérien - In: Metrika 76 (2013) 7, pp. 937-947
In this paper, we establish three identities which play a crucial role in deriving the asymptotic distributional risk function and the asymptotic distributional bias of a large class of estimators of a matrix parameter. In particular, we generalize the results in Judge and Bock (The statistical...
Persistent link: https://www.econbiz.de/10010995154
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Spatial design matrices and associated quadratic forms: structure and properties
Hillier, Grant; Martellosio, Federico - Volkswirtschaftliche Fakultät, … - 2006
The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices. These are the matrices implicitly defined by quadratic forms that arise naturally in modelling...
Persistent link: https://www.econbiz.de/10005020502