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Bayesian Semiparametric Regression Analysis of Multicategorical Time-Space Data

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  • Ludwig Fahrmeir
  • Stefan Lang
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    Abstract

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    File URL: http://hdl.handle.net/10.1023/A:1017904118167
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    Bibliographic Info

    Article provided by Springer in its journal Annals of the Institute of Statistical Mathematics.

    Volume (Year): 53 (2001)
    Issue (Month): 1 (March)
    Pages: 11-30

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    Handle: RePEc:spr:aistmt:v:53:y:2001:i:1:p:11-30

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    Related research

    Keywords: Categorical time-space data; forest damage; latent utility models; Markov random fields; MCMC; probit models; semiparametric Bayesian inference; unemployment;

    References

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    1. Leonhard Knorr-Held, 1999. "Conditional Prior Proposals in Dynamic Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(1), pages 129-144.
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    Citations

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    Cited by:
    1. Higgs, Megan Dailey & Hoeting, Jennifer A., 2010. "A clipped latent variable model for spatially correlated ordered categorical data," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1999-2011, August.
    2. Stefan Bender & Annette Kohlmann & Stefan Lang, 2003. "Women, work, and motherhood: changing employment penalties for motherhood in West Germany after 1945 - a comparative analysis of cohorts born in 1934-1971," MPIDR Working Papers WP-2003-006, Max Planck Institute for Demographic Research, Rostock, Germany.
    3. Felix Heinzl & Ludwig Fahrmeir & Thomas Kneib, 2012. "Additive mixed models with Dirichlet process mixture and P-spline priors," AStA Advances in Statistical Analysis, Springer, vol. 96(1), pages 47-68, January.
    4. Xiangjin Shen & Shiliang Li & Hiroki Tsurumi, 2013. "Comparison of Parametric and Semi-Parametric Binary Response Models," Departmental Working Papers 201308, Rutgers University, Department of Economics.
    5. Nadja Klein & Michel Denuit & Stefan Lang & Thomas Kneib, 2013. "Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape," Working Papers 2013-24, Faculty of Economics and Statistics, University of Innsbruck.
    6. Claudia Czado & Peter Song, 2008. "State space mixed models for longitudinal observations with binary and binomial responses," Statistical Papers, Springer, vol. 49(4), pages 691-714, October.
    7. Riccardo Borgoni & Francesco C. Billari, 2002. "Bayesian spatial analysis of demographic survey data: an application to contraceptive use at first sexual intercourse," MPIDR Working Papers WP-2002-048, Max Planck Institute for Demographic Research, Rostock, Germany.
    8. Tamvada, Jagannadha Pawan, 2010. "The Dynamics of Self-employment in a Developing Country: Evidence from India," MPRA Paper 20042, University Library of Munich, Germany.
    9. Lang, Stefan & Sunder, Marco, 2003. "Non-parametric regression with BayesX: a flexible estimation of trends in human physical stature in 19th century America," Economics & Human Biology, Elsevier, vol. 1(1), pages 77-89, January.
    10. Andreas Brezger & Stefan Lang, 2007. "Simultaneous probability statements for Bayesian P-splines," Working Papers 2007-08, Faculty of Economics and Statistics, University of Innsbruck.
    11. Denuit, Michel & Lang, Stefan, 2004. "Non-life rate-making with Bayesian GAMs," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 627-647, December.
    12. Riccardo Borgoni & Francesco Billari, 2003. "Bayesian spatial analysis of demographic survey data," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 8(3), pages 61-92, February.
    13. Samson B. Adebayo, 2004. "Bayesian geoadditive modelling of breastfeeding initiation in Nigeria," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 267-281.

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