Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/13020
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dc.contributor.authorDai, X-
dc.contributor.authorKarl Härdle, W-
dc.contributor.authorYu, K-
dc.date.accessioned2016-07-28T10:56:23Z-
dc.date.available2016-03-19-
dc.date.available2016-07-28T10:56:23Z-
dc.date.issued2016-
dc.identifier.citationJournal of Applied Statistics: pp.1 - 15, (2016)en_US
dc.identifier.issn0266-4763-
dc.identifier.issn1360-0532-
dc.identifier.urihttp://www.tandfonline.com/doi/full/10.1080/02664763.2016.1155203-
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/13020-
dc.description.abstractConventional methods apply symmetric prior distributions such as a normal distribution or a Laplace distribution for regression coefficients, which may be suitable for median regression and exhibit no robustness to outliers. This work develops a quantile regression on linear panel data model without heterogeneity from a Bayesian point of view, i.e. upon a location-scale mixture representation of the asymmetric Laplace error distribution, and provides how the posterior distribution is summarized using Markov chain Monte Carlo methods. Applying this approach to the 1970 British Cohort Study (BCS) data, it finds that a different maternal health problem has different influence on child's worrying status at different quantiles. In addition, applying stochastic search variable selection for maternal health problems to the 1970 BCS data, it finds that maternal nervous breakdown, among the 25 maternal health problems, contributes most to influence the child's worrying status.en_US
dc.format.extent1 - 15-
dc.language.isoenen_US
dc.publisherTaylor & Francisen_US
dc.subjectBritish Cohort Study dataen_US
dc.subjectBayesian inferenceen_US
dc.subjectQuantile regressionen_US
dc.subjectAsymmetric Laplace error distributionen_US
dc.subjectMarkov chain Monte Carloen_US
dc.subjectStochastic search variableselectionen_US
dc.subjectC11en_US
dc.subjectC38en_US
dc.subjectC63en_US
dc.titleDo maternal health problems influence child's worrying status? Evidence from the British Cohort Studyen_US
dc.typeArticleen_US
dc.identifier.doihttp://dx.doi.org/10.1080/02664763.2016.1155203-
dc.relation.isPartOfJournal of Applied Statistics-
pubs.publication-statusAccepted-
Appears in Collections:Dept of Mathematics Research Papers

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