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Bayesian inference for partially identified models : exploring the limits of limited data / Paul Gustafson.

By: Gustafson, Paul.
Material type: TextTextSeries: Monographs on statistics & applied probability ; 141.Publisher: Boca Raton : CRC Press, c2015Description: xxi, 174 p. : illustrations ; 24 cm.ISBN: 9781439869390.Subject(s): Bayesian statistical decision theoryDDC classification: 000SA.161
Contents:
1. Introduction -- 2. Structure of partially identified model inference -- 3. Partial identification versus model misspecification -- 4. Models involving misclassification -- 5. Models involving instrumental variables -- 6. Further examples -- 7. Further topics -- 8. Concluding thoughts -- Bibliography -- Index.
Summary: This book helps readers understand how to use Bayesian methods for analyzing PIMs. Readers will recognize under what circumstances a posterior distribution on a target parameter will be usefully narrow versus uselessly wide.
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Item type Current location Call number Status Date due Barcode Item holds
Books Books ISI Library, Kolkata
 
000SA.161 G982 (Browse shelf) Available 136600
Total holds: 0

Includes bibliographical references and index.

1. Introduction --
2. Structure of partially identified model inference --
3. Partial identification versus model misspecification --
4. Models involving misclassification --
5. Models involving instrumental variables --
6. Further examples --
7. Further topics --
8. Concluding thoughts --
Bibliography --
Index.

This book helps readers understand how to use Bayesian methods for analyzing PIMs. Readers will recognize under what circumstances a posterior distribution on a target parameter will be usefully narrow versus uselessly wide.

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