MSIMST {MSIMST}R Documentation

The 'MSIMST' package.

Description

Incorporates a Bayesian monotonic single-index mixed-effect model with a multivariate skew-t likelihood, specifically designed to handle survey weights adjustments. Features include a simulation program and an associated Gibbs sampler for model estimation. The single-index function is constrained to be monotonic increasing, utilizing a customized Gaussian process prior for precise estimation. The model assumes random effects follow a canonical skew-t distribution, while residuals are represented by a multivariate Student-t distribution. Offers robust Bayesian adjustments to integrate survey weight information effectively.

Author(s)

Maintainer: Qingyang Liu rh8liuqy@gmail.com (ORCID)

Authors:

See Also

Useful links:


[Package MSIMST version 1.1 Index]