What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care

被引：10
|
作者：
Jochmann, Markus [1 ]
机构：
[1] Newcastle Univ, Newcastle Upon Tyne NE1 7RU, Tyne & Wear, England
来源：
COMPUTATIONAL STATISTICS | 2013年 / 28卷 / 05期
关键词：
Bayesian; Spike and slab model; Model uncertainty; Model averaging; Count data; Zero-inflation; Demand for health care; INSURANCE;
D O I：
10.1007/s00180-012-0388-z
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper develops a Bayesian spike and slab model for zero-inflated count models which are commonly used in health economics. We account for model uncertainty and allow for model averaging in situations with many potential regressors. The proposed techniques are applied to a German data set analyzing the demand for health care. An accompanying package for the free statistical software environment R is provided.
引用
收藏
页码：1947 / 1964
页数：18
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