Model selection in binary and Tobit quantile regression using the Gibbs sampler

DOI10.1016/j.csda.2011.10.003zbMath1243.62033OpenAlexW2080081019MaRDI QIDQ433242

Yonggang Ji, Nan Lin, Bao-Xue Zhang

Publication date: 13 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.10.003

zbMATH Keywords

tablesBayesian model selectionasymmetric Laplace distributionbinary quantile regression

Mathematics Subject Classification ID

Related Items (16)

Bayesian variable selection in binary quantile regression ⋮ Bayesian model selection in ordinal quantile regression ⋮ Bayesian quantile regression using the skew exponential power distribution ⋮ Bayesian tobit quantile regression with penalty ⋮ Quantile regression with group Lasso for classification ⋮ Noncrossing structured additive multiple-output Bayesian quantile regression models ⋮ Model selection in quantile regression models ⋮ Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition ⋮ Bayesian composite Tobit quantile regression ⋮ A non-iterative posterior sampling algorithm for linear quantile regression model ⋮ Bayesian variable selection in quantile regression using the Savage-Dickey density ratio ⋮ Conjugate priors and variable selection for Bayesian quantile regression ⋮ Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter ⋮ Bayesian analysis for zero-or-one inflated proportion data using quantile regression ⋮ Bayesian Elastic Net Tobit Quantile Regression ⋮ Group penalized quantile regression

Uses Software

• boa
• Mcmcpack
• Glmulti
• truncnorm

Cites Work

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