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| Hồi quy phân vị Bayes× | Mô hình Tobit Bayes× | |
|---|---|---|
| Lĩnh vực | Thống kê | Thống kê |
| Họ | Regression model | Regression model |
| Năm ra đời≠ | 2001–2011 | 1958 (classical); 1992 (Bayesian formulation) |
| Người khởi xướng≠ | Kozumi & Kobayashi; building on Yu & Moyeed (2001) | James Tobin (classical Tobit, 1958); Siddhartha Chib (Bayesian Tobit, 1992) |
| Loại≠ | Bayesian semiparametric regression | Bayesian censored/limited-dependent-variable regression |
| Công trình gốc≠ | Kozumi, H., & Kobayashi, G. (2011). Gibbs sampling methods for Bayesian quantile regression. Journal of Statistical Computation and Simulation, 81(11), 1565–1578. DOI ↗ | Tobin, J. (1958). Estimation of relationships for limited dependent variables. Econometrica, 26(1), 24–36. DOI ↗ |
| Tên gọi khác | BQR, Bayesian quantile regression model, asymmetric Laplace Bayesian regression, posterior quantile regression | Bayesian censored regression, Bayesian Type I Tobit, Bayesian truncated regression, Tobit with priors |
| Liên quan≠ | 6 | 5 |
| Tóm tắt≠ | Bayesian Quantile Regression estimates the full posterior distribution of regression coefficients at any chosen quantile of the outcome. By combining the asymmetric Laplace likelihood with prior distributions over the coefficients, it delivers uncertainty-quantified estimates of conditional quantiles — such as the median, the 10th, or the 90th percentile — without assuming Gaussian errors. | The 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. |
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