Efficient Gibbs sampler for Bayesian analysis of a sample selection model
AbstractWe 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 77 (2007)
Issue (Month): 12 (July)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Other versions of this item:
- Yasuhiro Omori, 2007. "Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model," CIRJE F-Series CIRJE-F-481, CIRJE, Faculty of Economics, University of Tokyo.
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