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國立臺灣大學計量理論與應用研究中心 (CRETA) 及臺灣經濟計量學會 (TES) 將於 2023 年 5 月 26 日舉辦 CRETA Seminar。相關資訊如下：
【 5 月 26 日 CRETA Seminar】
日期：2023 年 5 月 26 日 (週五) 下午 2:00~3:30
演講主題：Variable selection in finite mixture of regression models with an unknown number of components
A Bayesian framework for finite mixture models to deal with model selection and the selection of the number of mixture components simultaneously is presented. For that purpose, a feasible reversible jump Markov Chain Monte Carlo algorithm is proposed and model each component as a sparse regression model. This approach is made robust to outliers by using a prior that induces heavy tails and works well under multicollinearity and with high-dimensional data. Finally, the framework is applied to cross-sectional data investigating early warning indicators. The results reveal two distinct country groups for which estimated effects of vulnerability indicators vary considerably.