摘要翻译：
本文提出了一种贝叶斯方法，用于在存在相关随机效应的情况下估计具有二元结果的面板分位数回归。我们利用非对称拉普拉斯(AL)误差分布构造工作似然，并将其与适当的先验分布相结合，得到完整的联合后验分布。对于后验推断，我们提出了两种马尔可夫链蒙特卡罗(MCMC)算法，但更倾向于利用分块过程来产生较低的MCMC图的自相关性。我们还解释了如何使用MCMC图来计算边际效应、相对风险和优势比。在多个仿真研究中证明了我们的首选算法的性能，并显示出非常好的性能。此外，我们利用加拿大魁北克省行政矫正档案中的新数据，实施了所提出的研究犯罪累犯的框架。我们的结果表明，加拿大政府最近实施的“严厉打击犯罪”政策在减少后政策时期重复犯罪的概率方面取得了很大成功。此外，我们的结果支持已有的关于犯罪累犯的发现，并在不同分位数提供了新的见解。
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英文标题：
《Bayesian Panel Quantile Regression for Binary Outcomes with Correlated
  Random Effects: An Application on Crime Recidivism in Canada》
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作者：
Georges Bresson, Guy Lacroix, Mohammad Arshad Rahman
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最新提交年份：
2020
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分类信息：

一级分类：Economics        经济学
二级分类：Econometrics        计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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一级分类：Statistics        统计学
二级分类：Methodology        方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
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英文摘要：
  This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence of correlated random effects. We construct a working likelihood using an asymmetric Laplace (AL) error distribution and combine it with suitable prior distributions to obtain the complete joint posterior distribution. For posterior inference, we propose two Markov chain Monte Carlo (MCMC) algorithms but prefer the algorithm that exploits the blocking procedure to produce lower autocorrelation in the MCMC draws. We also explain how to use the MCMC draws to calculate the marginal effects, relative risk and odds ratio. The performance of our preferred algorithm is demonstrated in multiple simulation studies and shown to perform extremely well. Furthermore, we implement the proposed framework to study crime recidivism in Quebec, a Canadian Province, using a novel data from the administrative correctional files. Our results suggest that the recently implemented "tough-on-crime" policy of the Canadian government has been largely successful in reducing the probability of repeat offenses in the post-policy period. Besides, our results support existing findings on crime recidivism and offer new insights at various quantiles.
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PDF链接：
https://arxiv.org/pdf/2001.09295