[Forum SIS] seminario di Luciana Dalla Valle all'Università di Brescia

[casarin a eco.unibs.it]

Il giorno Martedì 12 ottobre, 2010, ore 13.30 nella Sala Riunioni  
della Presidenza, Università di Brescia, Via San Faustino 74/b, Brescia

Dr.ssa Luciana Dalla Valle
Università degli Studi di Milano

terrà un seminario dal titolo

"Copula functions to model self-selection bias: a Bayesian approach"

Abstract
In survey analysis researchers pay special attention to biases due to  
non-sampling errors that might affect the reliability of results.  
Among non-sampling errors, self-selection occurs when subjects do not  
fill in their questionnaires because they independently choose not to  
join the survey. Therefore, the self-selected who have provided  
answers form a non-probabilistic sample of the population.
This work illustrates a flexible methodology to model self-selection  
bias. This approach is based on copula functions with Bayesian  
parameter estimation. This methodology implies the specification of  
the marginal models and the use of a copula to bind the marginals  
together and construct the joint distribution. This methodology is  
attractive since it allows to specify distributions different from the  
traditional multivariate normal and to express various dependence  
structures according to the different type of copula (from the  
Elliptical or Archimedean classes) in a Bayesian framework.


-- 
Roberto Casarin
Dept. of Economics
University of Brescia
Adress: Via San Faustino, 74/b
         25122 Brescia, Italy
Phone:  +39 030.298.88.09
Fax:    +39 030.298.88.37
E-mail: casarin a eco.unibs.it
Web:    http://www.eco.unibs.it/~casarin/