Bayesian lasso Tobit regression

العناوين الأخرى

انحدار توبت لاسو البيزي

عدد الاستشهادات بقاعدة ارسيف : 
1

المؤلف

al-Hilali, Haydar Kazim Abbas

المصدر

al-Qadisiyah Journal for Computer Science and Mathematics

العدد

المجلد 11، العدد 2 (30 يونيو/حزيران 2019)، ص ص. 1-13، 13ص.

الناشر

جامعة القادسية كلية علوم الحاسوب و تكنولوجيا المعلومات

تاريخ النشر

2019-06-30

دولة النشر

العراق

عدد الصفحات

13

التخصصات الرئيسية

الرياضيات

الملخص EN

In the present research, we have proposed a new approach for model selection in Tobit regression.

The new technique uses Bayesian Lasso in Tobit regression (BLTR).

It has many features that give optimum estimation and variable selection property.

Specifically, we introduced a new hierarchal model.

Then, a new Gibbs sampler is introduced.

We also extend the new approach by adding the ridge parameter inside the variance covariance matrix to avoid the singularity in the case of multicollinearity or in case the number of predictors greater than the number of observations.

A comparison was made with other previous techniques applying the simulation examples and real data.

It is worth mentioning, that the obtained results were promising and encouraging, giving better results compared to the previous methods.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

al-Hilali, Haydar Kazim Abbas. 2019. Bayesian lasso Tobit regression. al-Qadisiyah Journal for Computer Science and Mathematics،Vol. 11, no. 2, pp.1-13.
https://search.emarefa.net/detail/BIM-883431

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

al-Hilali, Haydar Kazim Abbas. Bayesian lasso Tobit regression. al-Qadisiyah Journal for Computer Science and Mathematics Vol. 11, no. 2 (2019), pp.1-13.
https://search.emarefa.net/detail/BIM-883431

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

al-Hilali, Haydar Kazim Abbas. Bayesian lasso Tobit regression. al-Qadisiyah Journal for Computer Science and Mathematics. 2019. Vol. 11, no. 2, pp.1-13.
https://search.emarefa.net/detail/BIM-883431

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references : p. 10-12

رقم السجل

BIM-883431