Markov Chain Monte Carlo Analysis of Correlated Count Data
نویسندگان
چکیده
منابع مشابه
Markov Chain Monte Carlo Analysis of Correlated Count Data
This article is concerned with the analysis of correlated count data. A class of models is proposed in which the correlation among the counts is represented by correlated latent effects. Special cases of the model are discussed and a tuned and ef cient Markov chain Monte Carlo algorithm is developed to estimate the model under both multivariate normal and multivariate-t assumptions on the late...
متن کاملMarkov Chain Monte Carlo Analysis of Underreported Count Data With an Application to Worker Absenteeism
A new approach for modeling under reported Poisson counts is developed The parameters of the model are estimated by Markov Chain Monte Carlo simulation An application to workers absenteeism data from the German Socio Economic Panel illustrates the fruitfulness of the approach Worker absenteeism and the level of pay are unrelated but absence rates increase with rm size I had helpful discussions ...
متن کاملMarkov Chain Monte Carlo
Markov chain Monte Carlo is an umbrella term for algorithms that use Markov chains to sample from a given probability distribution. This paper is a brief examination of Markov chain Monte Carlo and its usage. We begin by discussing Markov chains and the ergodicity, convergence, and reversibility thereof before proceeding to a short overview of Markov chain Monte Carlo and the use of mixing time...
متن کاملMarkov Chain Monte Carlo
This paper gives a brief introduction to Markov Chain Monte Carlo methods, which offer a general framework for calculating difficult integrals. We start with the basic theory of Markov chains and build up to a theorem that characterizes convergent chains. We then discuss the MetropolisHastings algorithm.
متن کاملMarkov chain Monte Carlo
One of the simplest and most powerful practical uses of the ergodic theory of Markov chains is in Markov chain Monte Carlo (MCMC). Suppose we wish to simulate from a probability density π (which will be called the target density) but that direct simulation is either impossible or practically infeasible (possibly due to the high dimensionality of π). This generic problem occurs in diverse scient...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2001
ISSN: 0735-0015,1537-2707
DOI: 10.1198/07350010152596673