Assessing Sexual Attitudes and Behaviors of Young Women: A Joint Model with Nonlinear Time Effects, Time Varying Covariates, and Dropouts
年轻女性性态度与行为的联合模型:非线性时间效应、时变协变量与退出AI 解读 ↓
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年轻女性性态度与行为的联合模型:非线性时间效应、时变协变量与退出AI 解读 ↓
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Understanding human sexual behaviors is essential for the effective prevention of sexually transmitted infections. Analysis of longitudinally measured sexual behavioral data, however, is often complicated by zero-inflation of event counts, nonlinear time trend, time-varying covariates, and informative dropouts. Ignoring these complicating factors could undermine the validity of the study findings. In this paper, we put forth a unified joint modeling structure that accommodates these features of the data. Specifically, we propose a pair of simultaneous models for the zero-inflated event counts: Each of these models contains an auto-regressive structure for the accommodation of the effect of recent event history, and a nonparametric component for the modeling of nonlinear time effect. Informative dropout and time varying covariates are modeled explicitly in the process. Model fitting and parameter estimation are carried out in a Bayesian paradigm by the use of a Markov Chain Monte Carlo (MCMC) method. Analytical results showed that adolescent sexual behaviors tended to evolve nonlinearly over time and they were strongly influenced by the day-to-day variations in mood and sexual interests. These findings suggest that adolescent sex is to a large extent driven by intrinsic factors rather than being compelled by circumstances, thus highlighting the need of education on self protective measures against infection risks.
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We develop a Dynamic Spatial Panel Bayesian Additive Regression Trees model with Horseshoe shrinkage (DSP-BART-HS) for high-dimensional spatio-temporal panel data. We jointly evaluate the model against a comprehensive suite of structural spatial econometrics, non-parametric machine learning methods, and small-area estimators across nine data-generating scenarios spanning 200 replicates each, including irregular spatial topologies, dense policy effects, and non-linear…
事件研究中的时变异质性处理效应
This paper examines the identification and estimation of heterogeneous treatment effects in event studies, emphasizing the importance of both lagged dependent variables and treatment effect heterogeneity. We show that omitting lagged dependent variables can induce omitted variable bias in the estimated time-varying treatment effects. We develop a novel semiparametric approach based on a short-T dynamic linear panel model with correlated random coefficients, where the…
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This paper presents a novel semiparametric method to study the effects of extreme events on binary outcomes and subsequently forecast future outcomes. Our approach, based on Bayes' theorem and regularly varying (RV) functions, facilitates a Pareto approximation in the tail without imposing parametric assumptions beyond the tail. We analyze cross-sectional as well as static and dynamic panel data models, incorporate additional covariates, and accommodate the unobserved…
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We develop a new Bayesian approach to estimate noncommon structural breaks in panel regression models. Any subset of the cross-section may be hit at different times within a break window. Break-specific parameters are learned from the cross-section. They reflect whether (i) breaks hit many or few series and (ii) there is a long or short lag between the first and final series hit by a break. In an empirical application to international stock return predictability, the method…
在面板模型中纳入潜在分组结构的先验知识
The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian grouped estimator that exploits researchers' prior beliefs on groups in a form of pairwise constraints, indicating whether a pair of units is likely to belong to a same group or different groups. We propose a prior to incorporate the pairwise constraints with varying degrees of confidence. The whole framework is built on the nonparametric Bayesian method, which…
面板数据模型中的密度预测:半参数贝叶斯视角
This article constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear model with common and heterogeneous coefficients as well as cross-sectional heteroscedasticity. The panel considered in this article features a large cross-sectional dimension N but short time series T. Due to the short T, traditional methods have difficulty in disentangling the heterogeneous parameters from the shocks, which contaminates the estimates of…