A Hybrid MCMC Sampler for Unconditional Quantile Based on Influence Function

A Hybrid MCMC Sampler for Unconditional Quantile Based on Influence Function

In this study, we provide a Bayesian estimation method for the unconditional quantile regression model based on the Re-centered Influence Function (RIF). The method makes use of the dichotomous structure of the RIF and estimates a non-linear probability model by a logistic regression using a Gibbs w...

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Bibliographic Details
Main Authors: El Moctar Laghlal, Abdoul Aziz Junior Ndoye
Format: Article
Language:English
Published: MDPI AG 2018-05-01
Series:Econometrics
Subjects:
hybrid MCMC sampler
quantile regression
influence function
return to education
Online Access:http://www.mdpi.com/2225-1146/6/2/24

Internet

http://www.mdpi.com/2225-1146/6/2/24

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