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Tobit Model with Covariate Dependent Thresholds
http://hdl.handle.net/2261/25769
http://hdl.handle.net/2261/257694764f176-5f15-41c9-9445-8a0de2e445f6
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-05-31 | |||||
タイトル | ||||||
タイトル | Tobit Model with Covariate Dependent Thresholds | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Bayesian analysis | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Censored regression model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Markov chain Monte Carlo | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Sample selection model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Tobit model | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | Unknown censoring threshold | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Omori, Yasuhiro
× Omori, Yasuhiro× Koji, Miyawaki |
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著者所属 | ||||||
著者所属 | University of Tokyo | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | Tobit models are extended to allow threshold values which depend on individuals'characteristics. In such models, the parameters are subject to as many inequality constraints as the number of observations, and the maximum likelihood estimation which requires the numerical maximisation of the likelihood is often difficult to be implemented. Using a Bayesian approach, a Gibbs sampler algorithm is proposed and, further, the convergence to the posterior distribution is accelerated by introducing an additional scale transformation step. The procedure is illustrated using the simulated data, wage data and prime rate changes data. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-594, 発行日 2008-09 |
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書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 335 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2008/2008cf594ab.html |