Bayesian Monotonic Single-Index Regression Model with the Skew-T Likelihood
The Associated Gibbs Sampler
The 'MSIMST' package.
The Function to Calculate the phiX Matrix for Estimating Single-Index ...
The Function for the Simulation Study without the Variable Selection
The Function for the Simulation Study with the Variable Selection
The Function for the Simulation Study with the Variable Selection and ...
Weighted Finite Population Bayesian Bootstrap
Incorporates a Bayesian monotonic single-index mixed-effect model with a multivariate skew-t likelihood, specifically designed to handle survey weights adjustments. Features include a simulation program and an associated Gibbs sampler for model estimation. The single-index function is constrained to be monotonic increasing, utilizing a customized Gaussian process prior for precise estimation. The model assumes random effects follow a canonical skew-t distribution, while residuals are represented by a multivariate Student-t distribution. Offers robust Bayesian adjustments to integrate survey weight information effectively.