Regression Models with Heteroscedasticity using Bayesian Approach Modelos de regresión heterocedásticos usando aproximación bayesiana

Regression Models with Heteroscedasticity using Bayesian Approach Modelos de regresión heterocedásticos usando aproximación bayesiana

In this paper, we compare the performance of two statistical approaches for the analysis of data obtained from the social research area. In the first approach, we use normal models with joint regression modelling for the mean and for the variance heterogeneity. In the second approach, we use hierarc...

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Bibliographic Details
Main Authors: JORGE ALBERTO ACHCAR, EDILBERTO CEPEDA CUERVO
Format: Article
Language:English
Published: Universidad Nacional de Colombia 2009-01-01
Series:Revista Colombiana de Estadística
Subjects:
metodología bayesiana
heterogeneidad de varianza
métodos bayesianos
estrato socioeconómico
Socioeconomic status
Variance heterogeneity
Bayesian methods
Bayesian hierarchical model
Online Access:http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512009000200006

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http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512009000200006

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