Incorporating Model Uncertainty in Market Response Models with Multiple Endogenous Variables by Bayesian Model Averaging
We develop a method to incorporate model uncertainty by model averaging in generalized linear models subject to multiple endogeneity and instrumentation. Our approach builds on a Gibbs sampler for the instrumental variable framework that incorporates model uncertainty in both outcome and instrumenta...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book Chapter |
| Language: | English |
| Published: |
IntechOpen
2022
|
| Subjects: | |
| Online Access: | https://www.intechopen.com/chapters/85212 |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: Incorporating Model Uncertainty in Market Response Models with Multiple Endogenous Variables by Bayesian Model Averaging
- Bayesian Model Averaging in Causal Instrumental Variable Models
- The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach
- Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors
- On welfare criteria and optimality in an endogenous growth model
- PROMETHEE-based Modeling of Endogenous Behavioral Uncertainty of EV Owners
- PolicySpace2: modeling markets and endogenous public policies