CIRJE-F-481 | "Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model" |
Author Name | Omori, Yasuhiro |
Date | March 2007 |
Full Paper | PDF file |
Remarks | Revised in March 2007; subsequently published in Statistics & Probability Letters, 77, 1300-1311, 2007. |
Abstract |
We consider Bayesian estimation of a sample selection model and propose a highly efficient Gibbs sampler using the additional scale transformation step to speed up the convergence to the posterior distribution. Numerical examples are given to show the efficiency of our proposed sampler. |