Bayesian Approaches for Limited Dependent Variable Change Point Problems
نویسندگان
چکیده
منابع مشابه
Bayesian Approaches for Limited Dependent Variable Change Point Problems
Limited dependent variable (LDV) data are common in political science, and political methodologists have given much good advice on dealing with them. We review some methods for LDV ‘‘change point problems’’ and demonstrate the use of Bayesian approaches for count, binary, and duration-type data. Our applications are drawn from American politics, Comparative politics, and International Political...
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Change point problems are referred to detect heterogeneity in temporal or spatial data. They have applications in many areas like DNA sequences, financial time series, signal processing, etc. A large number of techniques have been proposed to tackle the problems. One of the most difficult issues is estimating the number of the change points. As in other examples of model selection, the Bayesian...
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n) rate up to some logarithmic factor, showing the exact parametric rate of convergence of the posterior distribution requires additional work and assumptions. Additionally, we demonstrate the asymptotic normality of the segment levels under these assumptions. For inferences on the number of change-points, we show that the Bayesian approach can produce a consistent posterior estimate. Finally, ...
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ژورنال
عنوان ژورنال: Political Analysis
سال: 2007
ISSN: 1047-1987,1476-4989
DOI: 10.1093/pan/mpm022