Joint Bayesian longitudinal models for mixed outcome types and associated model selection techniques
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-022-01280-x
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Steele, Fiona & Grundy, Emily, 2021. "Random effects dynamic panel models for unequally-spaced multivariate categorical repeated measures: an application to child-parent exchanges of support," LSE Research Online Documents on Economics 106255, London School of Economics and Political Science, LSE Library.
- Kang, Emily L. & Cressie, Noel, 2011. "Bayesian Inference for the Spatial Random Effects Model," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 972-983.
- Jeffrey M. Wooldridge, 2005.
"Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54, January.
- Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54.
- Jeffrey M. Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jeffrey M. Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers 18/02, Institute for Fiscal Studies.
- Hadfield, Jarrod D., 2010. "MCMC Methods for Multi-Response Generalized Linear Mixed Models: The MCMCglmm R Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i02).
- David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
- Joshua C. C. Chan & Angelia L. Grant, 2016. "On the Observed-Data Deviance Information Criterion for Volatility Modeling," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 772-802.
- Xiaoping Jin & Sudipto Banerjee & Bradley P. Carlin, 2007. "Order‐free co‐regionalized areal data models with application to multiple‐disease mapping," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(5), pages 817-838, November.
- Fiona Steele & Emily Grundy, 2021. "Random effects dynamic panel models for unequally spaced multivariate categorical repeated measures: an application to child–parent exchanges of support," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 3-23, January.
- M. Teimourian & T. Baghfalaki & M. Ganjali & D. Berridge, 2015. "Joint modeling of mixed skewed continuous and ordinal longitudinal responses: a Bayesian approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(10), pages 2233-2256, October.
- Wang, Wan-Lun & Fan, Tsai-Hung, 2010. "ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors," Computational Statistics & Data Analysis, Elsevier, vol. 54(5), pages 1328-1341, May.
- Stephen Pudney, 2008.
"The dynamics of perception: modelling subjective wellbeing in a short panel,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(1), pages 21-40, January.
- Pudney, Stephen, 2006. "The dynamics of perception: modelling subjective well-being in a short panel," ISER Working Paper Series 2006-27, Institute for Social and Economic Research.
- Wang, Wan-Lun & Fan, Tsai-Hung, 2012. "Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 300-310.
- Stegmueller, Daniel, 2013. "Modeling Dynamic Preferences: A Bayesian Robust Dynamic Latent Ordered Probit Model," Political Analysis, Cambridge University Press, vol. 21(3), pages 314-333, July.
- O’Malley, A. James & Zaslavsky, Alan M., 2008. "Domain-Level Covariance Analysis for Multilevel Survey Data With Structured Nonresponse," Journal of the American Statistical Association, American Statistical Association, vol. 103(484), pages 1405-1418.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Dante A. Urbina & Gabriel Rodríguez, 2023. "Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(1), pages 153-184, February.
- Giarda, Elena, 2013.
"Persistency of financial distress amongst Italian households: Evidence from dynamic models for binary panel data,"
Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3425-3434.
- Elena Giarda, 2010. "Persistency of financial distress amongst Italian households: evidence from dynamic probit models," Quaderni di Dipartimento 3, Department of Statistics, University of Bologna.
- Franco Peracchi & Claudio Rossetti, 2022.
"A nonlinear dynamic factor model of health and medical treatment,"
Health Economics, John Wiley & Sons, Ltd., vol. 31(6), pages 1046-1066, June.
- Franco Peracchi & Claudio Rossetti, 2019. "A Nonlinear Dynamic Factor Model of Health and Medical Treatment," CSEF Working Papers 524, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Franco Peracchi & Claudio Rossetti, 2019. "A nonlinear dynamic factor model of health and medical treatment," EIEF Working Papers Series 1901, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2019.
- Xiaokun Wang & Kara M. Kockelman, 2009. "Baysian Inference For Ordered Response Data With A Dynamic Spatial‐Ordered Probit Model," Journal of Regional Science, Wiley Blackwell, vol. 49(5), pages 877-913, December.
- Saeede Ajorlou & Issac Shams & Kai Yang, 2015. "An analytics approach to designing patient centered medical homes," Health Care Management Science, Springer, vol. 18(1), pages 3-18, March.
- Zhongxian Men & Adam W. Kolkiewicz & Tony S. Wirjanto, 2019. "Threshold Stochastic Conditional Duration Model for Financial Transaction Data," JRFM, MDPI, vol. 12(2), pages 1-21, May.
- Wiji Arulampalam & Mark B. Stewart, 2009.
"Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 659-681, October.
- Arulampalam, Wiji & Stewart, Mark, 2007. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," IZA Discussion Papers 3039, Institute of Labor Economics (IZA).
- Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Economic Research Papers 269896, University of Warwick - Department of Economics.
- Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS) 884, University of Warwick, Department of Economics.
- Marco Gramatica & Peter Congdon & Silvia Liverani, 2021. "Bayesian modelling for spatially misaligned health areal data: A multiple membership approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(3), pages 645-666, June.
- Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020. "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers 2020-484, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Mohamed M. Mostafa, 2016. "Post-materialism, Religiosity, Political Orientation, Locus of Control and Concern for Global Warming: A Multilevel Analysis Across 40 Nations," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 128(3), pages 1273-1298, September.
- Fedele Greco & Carlo Trivisano, 2018. "Comments on: Some recent work on multivariate Gaussian Markov random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 549-553, September.
- Bruns, Martin, 2021. "Proxy Vector Autoregressions in a Data-rich Environment," Journal of Economic Dynamics and Control, Elsevier, vol. 123(C).
- John Roy & Stefanie Schurer, 2013.
"Getting Stuck In The Blues: Persistence Of Mental Health Problems In Australia,"
Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1139-1157, September.
- Roy, John & Schurer, Stefanie, 2013. "Getting Stuck in the Blues: Persistence of Mental Health Problems in Australia," IZA Discussion Papers 7451, Institute of Labor Economics (IZA).
- Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2024.
"Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails,"
Journal of Econometrics, Elsevier, vol. 238(2).
- Antolin-Diaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2023. "Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails," CEPR Discussion Papers 17800, C.E.P.R. Discussion Papers.
- Li, Yong & Yu, Jun & Zeng, Tao, 2018. "Integrated Deviance Information Criterion for Latent Variable Models," Economics and Statistics Working Papers 6-2018, Singapore Management University, School of Economics.
- Ayllón, Sara & Fusco, Alessio, 2017.
"Are income poverty and perceptions of financial difficulties dynamically interrelated?,"
Journal of Economic Psychology, Elsevier, vol. 61(C), pages 103-114.
- AYLLON Sara & FUSCO Alessio, 2016. "Are income poverty and perceptions of financial difficulties dynamically interrelated?," LISER Working Paper Series 2016-05, Luxembourg Institute of Socio-Economic Research (LISER).
- Wilson Ye Chen & Richard H. Gerlach, 2017. "Semiparametric GARCH via Bayesian model averaging," Papers 1708.07587, arXiv.org.
- Mário Correia Fernandes & José Carlos Dias & João Pedro Vidal Nunes, 2024. "Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(3), pages 343-383, March.
- Kim, Seheon & Rasouli, Soora & Timmermans, Harry & Yang, Dujuan, 2018. "Estimating panel effects in probabilistic representations of dynamic decision trees using bayesian generalized linear mixture models," Transportation Research Part B: Methodological, Elsevier, vol. 111(C), pages 168-184.
- Doğan, Osman, 2023. "Modified harmonic mean method for spatial autoregressive models," Economics Letters, Elsevier, vol. 223(C).
More about this item
Keywords
Bayesian; MCMC; Ordinal regression; Longitudinal data analysis;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:38:y:2023:i:4:d:10.1007_s00180-022-01280-x. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.