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Semiparametric Bayesian Inference for Multilevel Repeated Measurement Data

✍ Scribed by Peter Müller; Fernando A. Quintana; Gary L. Rosner


Book ID
109223584
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
295 KB
Volume
63
Category
Article
ISSN
0006-341X

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Semiparametric Bayesian inference for dy
✍ Tong Li; Xiaoyong Zheng 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 242 KB

## Abstract This paper develops semiparametric Bayesian methods for inference of dynamic Tobit panel data models. Our approach requires that the conditional mean dependence of the unobserved heterogeneity on the initial conditions and the strictly exogenous variables be specified. Important quantit