A Bayesian factor model for spatial panel data with a separable covariance approach

DOI10.1214/20-BA1215zbMath1480.62118OpenAlexW3036066309MaRDI QIDQ2057328

Publication date: 6 December 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/20-ba1215

zbMATH Keywords

autoregressive model factor analysis Bayesian inference spatial data correlated factor loadings

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20) Inference from spatial processes (62M30) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Causal inference from observational studies (62D20)

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VI.—The Estimation of Factor Loadings by the Method of Maximum Likelihood
Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem
Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
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