Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.
- Fair, Ray C, 1977.
"A Note on the Computation of the Tobit Estimator,"
Econometrica, Econometric Society, vol. 45(7), pages 1723-1727, October.
- Ray C. Fair, 1976. "A Note on the Computation of the Tobit Estimator," Cowles Foundation Discussion Papers 434, Cowles Foundation for Research in Economics, Yale University.
- Hailin Huang & Yanlin Tang & Yuanzhang Li & Hua Liang, 2019. "Estimation in additive models with fixed censored responses," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 31(1), pages 131-143, January.
- Fair, Ray C, 1978.
"A Theory of Extramarital Affairs,"
Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 45-61, February.
- Ray C. Fair, 1976. "A Theory of Extramarital Affairs," Cowles Foundation Discussion Papers 436, Cowles Foundation for Research in Economics, Yale University.
- Ioannatos, Petros E, 1995. "Censored Regression Estimation under Unobserved Heterogeneity: A Stochastic Parameter Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 327-335, July.
- Arman Oganisian & Nandita Mitra & Jason A. Roy, 2021. "A Bayesian nonparametric model for zero‐inflated outcomes: Prediction, clustering, and causal estimation," Biometrics, The International Biometric Society, vol. 77(1), pages 125-135, March.
- Omori, Yasuhiro, 2007.
"Efficient Gibbs sampler for Bayesian analysis of a sample selection model,"
Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1300-1311, July.
- Yasuhiro Omori, 2007. "Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model," CIRJE F-Series CIRJE-F-481, CIRJE, Faculty of Economics, University of Tokyo.
- Heuchenne, C. & Van Keilegom, I., 2010. "Estimation in nonparametric location-scale regression models with censored data," LIDAM Reprints ISBA 2010015, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Cédric Heuchenne & Ingrid Keilegom, 2010. "Estimation in nonparametric location-scale regression models with censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(3), pages 439-463, June.
- Jing Cheng & Dylan S. Small, 2021. "Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero," Biometrics, The International Biometric Society, vol. 77(4), pages 1187-1201, December.
- Lee, Myoung-Jae, 1995. "Semi-parametric Estimation of Simultaneous Equations with Limited Dependent Variables: A Case Study of Female Labour Supply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 187-200, April-Jun.
- Taddy, Matthew A. & Kottas, Athanasios, 2010. "A Bayesian Nonparametric Approach to Inference for Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 357-369.
- Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
- Xinyu Zhang & Alan Wan & Sherry Zhou, 2012. "Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 132-142.
- Franses,Philip Hans & Paap,Richard, 2010.
"Quantitative Models in Marketing Research,"
Cambridge Books,
Cambridge University Press, number 9780521143653, October.
- Franses,Philip Hans & Paap,Richard, 2001. "Quantitative Models in Marketing Research," Cambridge Books, Cambridge University Press, number 9780521801669, September.
- Antonio R. Linero & Yun Yang, 2018. "Bayesian regression tree ensembles that adapt to smoothness and sparsity," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(5), pages 1087-1110, November.
- Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Mark J. Jensen & John M. Maheu, 2018.
"Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis,"
JRFM, MDPI, vol. 11(3), pages 1-29, September.
- Jensen, Mark J & Maheu, John M, 2013. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper 52132, University Library of Munich, Germany.
- Mark J. Jensen & John M. Maheu, 2014. "Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis," FRB Atlanta Working Paper 2014-6, Federal Reserve Bank of Atlanta.
- Mark J. Jensen & John M. Maheu, 2014. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," Working Paper series 31_14, Rimini Centre for Economic Analysis.
- Danúbia R. Cunha & Jose Angelo Divino & Helton Saulo, 2022.
"On a log-symmetric quantile tobit model applied to female labor supply data,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 49(16), pages 4225-4253, December.
- Dan'ubia R. Cunha & Jose A. Divino & Helton Saulo, 2021. "On a log-symmetric quantile tobit model applied to female labor supply data," Papers 2103.04449, arXiv.org.
- Jin, Xin & Maheu, John M., 2016.
"Bayesian semiparametric modeling of realized covariance matrices,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 19-39.
- Jin, Xin & Maheu, John M, 2014. "Bayesian Semiparametric Modeling of Realized Covariance Matrices," MPRA Paper 60102, University Library of Munich, Germany.
- Xin Jin & John M. Maheu, 2014. "Bayesian Semiparametric Modeling of Realized Covariance Matrices," Working Paper series 34_14, Rimini Centre for Economic Analysis.
- Wenceslao González Manteiga & Cédric Heuchenne & César Sánchez Sellero & Alessandro Beretta, 2020. "Goodness-of-fit tests for censored regression based on artificial data points," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 599-615, June.
- Chandran, Ram, 2004. "A Tobit Analysis of WIC Children's Consumption of Pyramid Group Foods," 2004 Annual meeting, August 1-4, Denver, CO 19998, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2014.
"Bayesian Nonparametric Instrumental Variables Regression Based on Penalized Splines and Dirichlet Process Mixtures,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 468-482, July.
- Manuel Wiesenfarth & Carlos Matías Hisgen & Thomas Kneib & Carmen Cadarso-Suarez, 2012. "Bayesian Nonparametric Instrumental Variable Regression based on Penalized Splines and Dirichlet Process Mixtures," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 127, Courant Research Centre PEG.
- Lu, Zeng-Hua, 2009. "Covariate selection in mixture models with the censored response variable," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2710-2723, May.
- Lambert, Philippe, 2021. "Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 161(C).
- Sundarraman Subramanian, 2020. "Function-based hypothesis testing in censored two-sample location-scale models," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 26(1), pages 183-213, January.
- Fadel Hamid Hadi ALHUSSEINI, 2017. "New Bayesian Lasso in Tobit Quantile Regression," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(6), pages 213-229, June.
- Alhamzawi, Rahim, 2016. "Bayesian model selection in ordinal quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 68-78.
- Pelenis, Justinas, 2014. "Bayesian regression with heteroscedastic error density and parametric mean function," Journal of Econometrics, Elsevier, vol. 178(P3), pages 624-638.
- Risselada, Hans & Verhoef, Peter C. & Bijmolt, Tammo H.A., 2010. "Staying Power of Churn Prediction Models," Journal of Interactive Marketing, Elsevier, vol. 24(3), pages 198-208.
- Jensen, Mark J. & Maheu, John M., 2010.
"Bayesian semiparametric stochastic volatility modeling,"
Journal of Econometrics, Elsevier, vol. 157(2), pages 306-316, August.
- Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics.
- Mark J. Jensen & John M. Maheu, 2009. "Bayesian Semiparametric Stochastic Volatility Modeling," Working Paper series 23_09, Rimini Centre for Economic Analysis.
- Mark J. Jensen & John M. Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," FRB Atlanta Working Paper 2008-15, Federal Reserve Bank of Atlanta.
- Michis Antonis A, 2009. "Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights," Review of Marketing Science, De Gruyter, vol. 7(1), pages 1-43, July.
- Andrés Langebaek R. & Diego Vásquez E., 2007.
"Determinantes de la actividad innovadora en la industria manufacturera colombiana,"
Borradores de Economia
433, Banco de la Republica de Colombia.
- Andrés Langebaek R. & Diego Vásquez E., 2007. "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 2313, Banco de la Republica.
- Polo, Yolanda & Sese, F. Javier & Verhoef, Peter C., 2011. "The Effect of Pricing and Advertising on Customer Retention in a Liberalizing Market," Journal of Interactive Marketing, Elsevier, vol. 25(4), pages 201-214.
- Leandro M. Magnusson, 2010.
"Inference in limited dependent variable models robust to weak identification,"
Econometrics Journal, Royal Economic Society, vol. 13(3), pages 56-79, October.
- Leandro M. Magnusson, 2008. "Inference in Limited Dependent Variable Models Robust to Weak Identification," Working Papers 0801, Tulane University, Department of Economics, revised Apr 2009.
- Edwin Van Gameren & Michiel Ras & Evelien Eggink & Ingrid Ooms, 2005. "The demand for housing services in the Netherlands," ERSA conference papers ersa05p327, European Regional Science Association.
- Daiji Kawaguchi & Yukitoshi Matsushita & Hisahiro Naito, 2017.
"Moment Estimation of the Probit Model with an Endogenous Continuous Regressor,"
The Japanese Economic Review, Japanese Economic Association, vol. 68(1), pages 48-62, March.
- Daiji Kawaguchi & Yukitoshi Matsushita & Hisahiro Naito, 2017. "Moment Estimation of the Probit Model with an Endogenous Continuous Regressor," The Japanese Economic Review, Springer, vol. 68(1), pages 48-62, March.
- Daiji Kawaguchi & Yukitoshi Matsushita & Hisahiro Naito, 2015. "Moment Estimation of the Probit Model with an Endogenous Continuous Regressor," Tsukuba Economics Working Papers 2015-003, Faculty of Humanities and Social Sciences, University of Tsukuba.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2022-12-19 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:2211.07506. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.