Open AccessA New Bayesian Group Bridge to Solve the Tobit Model
Author(s) -
Saja Hussein Aljanabi,
Rahim Alhamzawi
Publication year - 2020
Publication title -
iraqi journal of science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.152
H-Index - 4
eISSN - 2312-1637
pISSN - 0067-2904
DOI - 10.24996/ijs.2020.si.1.29
Subject(s) - tobit model , gibbs sampling , bayesian probability , bridge (graph theory) , computer science , econometrics , group (periodic table) , bayesian hierarchical modeling , bayesian inference , statistics , mathematics , artificial intelligence , medicine , chemistry , organic chemistry
In this paper, we propose a new approach of regularization for the left censored data (Tobit). Specifically, we propose a new Bayesian group Bridge for leftcensored regression ( BGBRLC). We developed a new Bayesian hierarchical model and we suggest a new Gibbs sampler for posterior sampling. The results show that the new approach performs very well compared to some existing approaches.
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