4 papers · 1 filter
A Marginal Maximum Likelihood Approach for Hierarchical Simultaneous Autoregressive Models with Missing Data
Anjana Wijayawardhana, Thomas Suesse, David Gunawan
Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is…
Bayesian Inference for Multidimensional Welfare Comparisons
David Gunawan, William Griffiths, Duangkamon Chotikapanich
Using both single-index measures and stochastic dominance concepts, we show how Bayesian inference can be used to make multivariate welfare comparisons. A four-dimensional distribu…
Variational Bayes Inference for Spatial Error Models with Missing Data
Anjana Wijayawardhana, David Gunawan, Thomas Suesse
The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widel…
R-VGAL: A Sequential Variational Bayes Algorithm for Generalised Linear Mixed Models
Bao Anh Vu, David Gunawan, Andrew Zammit-Mangion
Models with random effects, such as generalised linear mixed models (GLMMs), are often used for analysing clustered data. Parameter inference with these models is difficult because…