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Байесовская модель Тобита×Модель с избыточными нулями (Zero-Inflated Model)×
ОбластьСтатистикаСтатистика
СемействоRegression modelRegression model
Год появления1958 (classical); 1992 (Bayesian formulation)1992
Автор методаJames Tobin (classical Tobit, 1958); Siddhartha Chib (Bayesian Tobit, 1992)Diane Lambert
ТипBayesian censored/limited-dependent-variable regressionCount regression with excess zeros
Основополагающий источникTobin, J. (1958). Estimation of relationships for limited dependent variables. Econometrica, 26(1), 24–36. DOI ↗Lambert, D. (1992). Zero-inflated Poisson regression, with an application to defects in manufacturing. Technometrics, 34(1), 1–14. DOI ↗
Другие названияBayesian censored regression, Bayesian Type I Tobit, Bayesian truncated regression, Tobit with priorsZIP model, ZINB model, zero-inflated Poisson, zero-inflated negative binomial
Связанные56
СводкаThe 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 zero-inflated model is a two-component mixture regression designed for count outcomes that contain more zero values than a standard Poisson or negative binomial distribution can accommodate. One component is a binary process that generates structural zeros; the other is a count process that generates both zeros and positive counts.
ScholarGateНабор данных
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  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Bayesian Tobit Model · Zero-inflated model. Получено 2026-06-17 из https://scholargate.app/ru/compare