Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model
نویسنده
چکیده
We consider Bayesian estimation of a sample selection model and propose a highly efficient Gibbs sampler using the additional scale transformation step to speed up the convergence to the posterior distribution. Numerical examples are given to show the efficiency of our proposed sampler.
منابع مشابه
Comparison of Maximum Likelihood Estimation and Bayesian with Generalized Gibbs Sampling for Ordinal Regression Analysis of Ovarian Hyperstimulation Syndrome
Background and Objectives: Analysis of ordinal data outcomes could lead to bias estimates and large variance in sparse one. The objective of this study is to compare parameter estimates of an ordinal regression model under maximum likelihood and Bayesian framework with generalized Gibbs sampling. The models were used to analyze ovarian hyperstimulation syndrome data. Methods: This study use...
متن کاملThe Analysis of Bayesian Probit Regression of Binary and Polychotomous Response Data
The goal of this study is to introduce a statistical method regarding the analysis of specific latent data for regression analysis of the discrete data and to build a relation between a probit regression model (related to the discrete response) and normal linear regression model (related to the latent data of continuous response). This method provides precise inferences on binary and multinomia...
متن کاملBayesian Analysis of A Model with Binary Selectivity and Ordered Outcomes
This paper presents a Bayesian analysis to estimate parameters and latent variables in an ordered censored sample selection model. After reparameterization which greatly improves convergence rate and uses specially designed priors, efficient Gibbs sampler is set up with conjugate conditional posteriors. Then a numerical study is conducted to evaluate the convergence rate of MCMC estimates, and ...
متن کاملBayesian Estimates of Genetic Relationships between Growth Curve Parameters in Shall Sheep via Gibbs Sampling
The objective of this study was to estimate variance components and genetic parameters for growth curve parameters in Shall sheep. Studied traits were parameters of Brody growth model which included A (asymptotic mature weight), B (initial animal weight) and K (maturation rate). The data set and pedigree information used in this study were obtained from the Animal Breeding Center of Iran and co...
متن کاملBayesian Non-negative Matrix Factorization
We present a Bayesian treatment of non-negative matrix factorization (NMF), based on a normal likelihood and exponential priors, and derive an efficient Gibbs sampler to approximate the posterior density of the NMF factors. On a chemical brain imaging data set, we show that this improves interpretability by providing uncertainty estimates. We discuss how the Gibbs sampler can be used for model ...
متن کامل