Atlas home || Conferences | Abstracts | about Atlas

SCRA 2002-FIM IX: Ninth International Conference of Forum for Interdisciplinary Mathematics on Statistics Combinatorics and Related Areas
December 21-23, 2002
Department of Statistics and Department of Mathematics: University of Allahabad
Allahabad, UP, India

Organizers
Satya Mishra, Anoop Chaturvedi, Bhu Dev Sharma

View Abstracts
Conference Homepage

Bayesian Analysis of State Space Models with Panel Data
by
Ranjita Mishra
Department of Statistics, Banasthali Vidyapith, Rajasthan
Coauthors: Anoop Chaturvedi (Department of Statistics, University of Allahabad, Allahabad)

The panel data models are gaining popularity among applied researchers as the longitudnal nature of these data can easily handle the complexity of biological, social, economic and enviornmental phenomenon. This paper considers the analysis of State space models with panel data under Bayesian framework. The conditional posterior distributions of various parameters of the model have been obtained under suitable prior assumptions. Gibbs sampler scheme has been proposed to estimate the marginal posterior densities for these parameters.

Date received: November 15, 2002

Copyright © 2002 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cakd-16.