| EPSRC Reference: |
GR/T17908/01 |
| Title: |
Bayesian Analysis Of Skewed Longitudinal Data |
| Principal Investigator: |
Steel, Professor M |
| Other Investigators: |
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| Researcher Co-Investigators: |
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| Project Partners: |
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| Department: |
Statistics |
| Organisation: |
University of Warwick |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
10 January 2005 |
Ends: |
09 January 2008 |
Value (£): |
150,611
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| Panel History: |
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Summary on Grant Application Form |
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in many fields of application of statistics the usual distributional assumptions (such as Normality) are often in conflict with the data. We have worked in the development of more flexible classes of distributions, which is now a rapid growth area for modelling cross-section at data. We now intend toinvestigate the use of flexible distributions for modelling longitudinal data, where we will allow for distribution al shapes to change over time. The statistical paradigm used in this research will be Bayesian, which will allow us to formally deal with model uncertainty. The latter is a very relevant concept given the large collection of possible distributional shapes but we also consider uncertainty regarding the modelling of the dynamics and the choice of covarlates in regression modelling. We will also tackle the issue of missing observations. Fast inference methods based on Markov chain Monte Carlo algorithms will be developed and made available to applied researchers in the field. In addition, we plan to conduct substantive applications to two areas of topical interest in economics: the distribution of firm sizes and the growth of countries or regions.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic-research/steel/steel_homepage/epsrc |
| Further Information: |
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| Organisation Website: |
http://www.warwick.ac.uk |