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Navigable Slide Index

1. Introduction
2. Censored regression models
3. Hierarchical models
4. Hierarchical models tell a hierarchical story
5. Traditional estimation of hierarchical models
6. Gibbs sampler for the probit model
7. Probit conditional distributions (1)
8. Inverse cdf method (1)
9. Inverse cdf method (2)
10. rtrun
11. Probit conditional distributions (2)
12. rbprobitGibbs (1)
13. rbprobitGibbs (2)
14. rbprobitGibbs (3)
15. Basics of hierarchical models
16. Conditional independence
17. The hierarchical Bayes models
18. Mixtures of normals
19. Model hierarchy
20. Gibbs sampler for mixture of normals (1)
21. Gibbs sampler for mixture of normals (2)
22. Multivariate mix of norms Ex (1)
23. Multivariate mix of norms Ex (2)
24. Data augmentation makes calculations easy
25. Thank you

Topics Covered

• Fly fishing: a hierarchical model
• Motivation
• Traditional estimation
• Gibbs sampler for the probit model
• Probit conditional distributions
• Inverse cdf
• Basics of hierarchical models
• Conditional independence
• Mixtures of normals
• Model hierarchy
• Gibbs sampler for mixtures of normals
• Multivariate mix of norms Ex

Links

Series:

• Bayesian Analysis in Marketing

Categories:

• Finance, Accounting & Economics
• Marketing & Sales

Talk Citation

Publication History

• Published on January 27, 2010