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Keywords

Tobit quantile regression
hierarchical Posteriors distribution
a new hierarchical prior
MCMC algorithm
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Abstract

In current paper, we introduced a new method linked with a new hierarchical Laplace prior distributions via scale mixture of Uniform distribution mixing with standard exponential distribution . This mixture to Laplace prior distributions provide us attractive algorithm ,it have a good features to being efficiency to achieving variables selection and coefficient estimations in Tobit quantile regression model .simulation examples and real data set are employed to evaluation our method with Bayesian and nonBayesian methods in variable selection filed . Both simulation approach and real data shown the our proposed method have best performance compared with other methods .
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