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Bayesiaans Tobit Model×Bayesiaans Gegeneraliseerd Lineair Model×
VakgebiedStatistiekStatistiek
FamilieRegression modelRegression model
Jaar van ontstaan1958 (classical); 1992 (Bayesian formulation)1989 (GLM); 1995 (Bayesian BDA)
GrondleggerJames Tobin (classical Tobit, 1958); Siddhartha Chib (Bayesian Tobit, 1992)McCullagh & Nelder (GLM framework); Bayesian treatment formalized by Gelman et al.
TypeBayesian censored/limited-dependent-variable regressionBayesian regression model
Oorspronkelijke bronTobin, J. (1958). Estimation of relationships for limited dependent variables. Econometrica, 26(1), 24–36. DOI ↗Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
AliassenBayesian censored regression, Bayesian Type I Tobit, Bayesian truncated regression, Tobit with priorsBayesian GLM, Bayesian GLIM, Bayesian generalized linear regression, Bayes GLM
Verwant56
SamenvattingThe Bayesian Tobit model extends Tobin's censored regression framework by replacing maximum-likelihood point estimates with a full posterior distribution over regression coefficients and error variance. By embedding Gibbs sampling with data augmentation, it produces credible intervals, handles small censored samples gracefully, and naturally incorporates prior knowledge about effect sizes.A Bayesian Generalized Linear Model (Bayesian GLM) extends the classical GLM framework by placing prior distributions on the regression coefficients and updating them with data via Bayes' theorem. This yields a full posterior distribution over parameters rather than single point estimates, enabling richer uncertainty quantification and principled incorporation of prior knowledge for any exponential-family outcome.
ScholarGateGegevensset
  1. v1
  2. 2 Bronnen
  3. PUBLISHED
  1. v1
  2. 2 Bronnen
  3. PUBLISHED

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ScholarGateMethoden vergelijken: Bayesian Tobit Model · Bayesian Generalized Linear Model. Geraadpleegd op 2026-06-15 via https://scholargate.app/nl/compare