Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being

Hasegawa, Hikaru

Communications in Statistics : Simulation and Computation, 2009, 38(6), 1321-1347

Permalink : https://hdl.handle.net/2115/43089

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アクセス権
open access
URI
https://hdl.handle.net/2115/43089
タイトル
Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being
著者
e-Rad_Researcher
30189534
著者名
Hasegawa, Hikaru
言語
英語
キーワード
Generalized Gibbs sampler
Life satisfaction
Markov chain Monte Carlo (MCMC)
Well-being function
発行日
2009-06
出版者
Taylor & Francis
収録物名
Communications in Statistics : Simulation and Computation
巻(号)
38(6)
ページ
1321-1347
抄録
This article proposes a Bayesian method for estimating the dynamic panel ordered probit model. We compare four alternative algorithms for the estimation of ordered probit models. Furthermore, this article presents the empirical results of the application of the dynamic ordered probit model to subjective well-being based on the micro-level survey data extracted from the Japanese Panel Survey of Consumers. The results of the application reveal that income and savings have positive effects on life satisfaction, whereas our posterior results show that marriage and labor force participation have negative effects on the same.
資源タイプ
学術雑誌論文
出版タイプ
Accepted Manuscript
権利情報
This is an electronic version of an article published in Communications in Statistics : Simulation and Computation, 38(6) June 2009, 1321-1347. Communications in Statistics : Simulation and Computation is available online at: http://www.informaworld.com/openurl?genre=article&issn=0361-0918&volume=38&issue=6&spage=1321
PISSN
0361-0918
関連情報 (isVersionOf)
出版社版DOI
https://doi.org/10.1080/03610910902903133