Bayesian analysis of semiparametric Bernstein polynomial regression models for data with sample selection
- Authors
- Kim, Hea-Jung; Roh, Taeyoung; Choi, Taeryon
- Issue Date
- 3-9월-2019
- Publisher
- TAYLOR & FRANCIS LTD
- Keywords
- Bernstein polynomials; Bias correction method; monotone constraint; sample selection data; scale mixture of the normal distribution
- Citation
- STATISTICS, v.53, no.5, pp.1082 - 1111
- Indexed
- SCIE
SCOPUS
- Journal Title
- STATISTICS
- Volume
- 53
- Number
- 5
- Start Page
- 1082
- End Page
- 1111
- URI
- https://scholar.korea.ac.kr/handle/2021.sw.korea/62916
- DOI
- 10.1080/02331888.2019.1624964
- ISSN
- 0233-1888
- Abstract
- In regression analysis, a sample selection scheme often applies to the response variable, which results in missing not at random observations on the variable. In this case, a regression analysis using only the selected cases would lead to biased results. This paper proposes a Bayesian methodology to correct this bias based on a semiparametric Bernstein polynomial regression model that incorporates the sample selection scheme into a stochastic monotone trend constraint, variable selection, and robustness against departures from the normality assumption. We present the basic theoretical properties of the proposed model that include its stochastic representation, sample selection bias quantification, and hierarchical model specification to deal with the stochastic monotone trend constraint in the nonparametric component, simple bias corrected estimation, and variable selection for the linear components. We then develop computationally feasible Markov chain Monte Carlo methods for semiparametric Bernstein polynomial functions with stochastically constrained parameter estimation and variable selection procedures. We demonstrate the finite-sample performance of the proposed model compared to existing methods using simulation studies and illustrate its use based on two real data applications.
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Collections - College of Political Science & Economics > Department of Statistics > 1. Journal Articles
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