Bayesian adaptive Lasso Tobit regression
2019 ◽
Vol 11
(1)
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Keyword(s):
In this paper, we introduce a new procedure for model selection in Tobit regression, we suggest the Bayesian adaptive Lasso Tobit regression (BALTR) for variable selection (VS) and coefficient estimation. We submitted a Bayesian hierarchical model and Gibbs sampler (GS) for our procedure. Our proposed procedure is clarified by means of simulations and a real data analysis. Results demonstrate our procedure performs well in comparison to further procedures.
Keyword(s):
2019 ◽
Vol 11
(2)
◽
pp. 1-13
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Keyword(s):
1999 ◽
Vol 18
(15)
◽
pp. 1983-1992
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