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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Bayesian quantile regression analysis for continuous data with a discrete component at zero

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Author(s):
Santos, Bruno [1] ; Bolfarine, Heleno [2]
Total Authors: 2
Affiliation:
[1] Univ Fed Bahia, Inst Math & Stat, Dept Stat, Ave Ademar de Barros S-N, Salvador, BA - Brazil
[2] Univ Sao Paulo, Inst Math & Stat, Dept Stat, Sao Paulo - Brazil
Total Affiliations: 2
Document type: Journal article
Source: STATISTICAL MODELLING; v. 18, n. 1, p. 73-93, FEB 2018.
Web of Science Citations: 1
Abstract

In this work, we propose a Bayesian quantile regression method to response variables with mixed discrete-continuous distribution with a point mass at zero, where these observations are believed to be left censored or true zeros. We combine the information provided by the quantile regression analysis to present a more complete description of the probability of being censored given that the observed value is equal to zero, while also studying the conditional quantiles of the continuous part. We build up a Markov Chain Monte Carlo method from related models in the literature to obtain samples from the posterior distribution. We demonstrate the suitability of the model to analyse this censoring probability with a simulated example and two applications with real data. The first is a well-known dataset from the econometrics literature about women labour in Britain, and the second considers the statistical analysis of expenditures with durable goods, considering information from Brazil. (AU)

FAPESP's process: 13/04419-6 - Extensions of the Bayesian quantile regression models
Grantee:Bruno Ramos dos Santos
Support Opportunities: Scholarships abroad - Research Internship - Doctorate
FAPESP's process: 12/20267-9 - Extensions of Bayesian quantile regression models
Grantee:Bruno Ramos dos Santos
Support Opportunities: Scholarships in Brazil - Doctorate