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A Bayesian Model of Sample Selection with a Discrete Outcome Variable: Detecting Depression in Older Adults

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  • Maksym Obrizan

    ()
    (Kyiv School of Economics, Kyiv Economic Institute)

Abstract

Depression as a major mental illness among older adults has attracted a lot of research attention. However, the problem of sample selection, inevitable in most health surveys, has been largely ignored. To fill in this gap, this paper formally models selection into the sample jointly with a discrete outcome variable for depression. A Bayesian model of sample selection is developed from a multivariate probit by (i) allowing missing depression status for nonselected respondents, and (ii) using Cholesky factorization of the inverse variance matrix to avoid a Metropolis-Hastings step in the Gibbs sampler. Non-selected respondents are less likely to suffer from depression.

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File Function: July 2011
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Bibliographic Info

Paper provided by Kyiv School of Economics in its series Discussion Papers with number 41.

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Date of creation: Jul 2011
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Handle: RePEc:kse:dpaper:41

Note: Journal of Applied Econometrics
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Keywords: Multivariate probit model; Sample selection; Bayesian methods; Gibbs sampler;

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  9. Chib, Siddhartha & Hamilton, Barton H., 2000. "Bayesian analysis of cross-section and clustered data treatment models," Journal of Econometrics, Elsevier, Elsevier, vol. 97(1), pages 25-50, July.
  10. Donald S. Kenkel & Joseph V. Terza, 2001. "The effect of physician advice on alcohol consumption: count regression with an endogenous treatment effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 16(2), pages 165-184.
  11. Kai, Li, 1998. "Bayesian inference in a simultaneous equation model with limited dependent variables," Journal of Econometrics, Elsevier, Elsevier, vol. 85(2), pages 387-400, August.
  12. Munkin, Murat K. & Trivedi, Pravin K., 2003. "Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: an application to the demand for healthcare," Journal of Econometrics, Elsevier, Elsevier, vol. 114(2), pages 197-220, June.
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