Bayesian Panel Data Model with Constraints

In this paper, we consider a set of linear constraints on the coefficients of the random panel data model. Furthermore, Bayesian approach based on Markov Chain Monte Carlo (MCMC) is employed to making inferences on the model coefficients subject to this constraints.

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Bibliographic Details
Published inIOP conference series. Materials Science and Engineering Vol. 571; no. 1; pp. 12023 - 12029
Main Authors Mohaisen, Ameera Jaber, Abdulsamad, Saja Yaseen
Format Journal Article
LanguageEnglish
Published Bristol IOP Publishing 01.07.2019
Subjects
Bayesian analysis
Bayesian estimation
constrained maximum likelihood estimator
Constraint modelling
Data models
Longitudinal studies
Markov chains
Maximum Likelihood Method
Panel Data Model
Posterior distribution
Prior distribution
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ISSN1757-8981
1757-899X
DOI10.1088/1757-899X/571/1/012023

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Summary:In this paper, we consider a set of linear constraints on the coefficients of the random panel data model. Furthermore, Bayesian approach based on Markov Chain Monte Carlo (MCMC) is employed to making inferences on the model coefficients subject to this constraints.
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ISSN:1757-8981
1757-899X
DOI:10.1088/1757-899X/571/1/012023