New preprint and R package for causal inference and Bayesian modelling for complex panel data using Dynamic Multivariate Panel Models (DMPMs):
https://osf.io/preprints/socarxiv/mdwu5/
https://docs.ropensci.org/dynamite/index.html
DMPM supports
(1) joint modelling of multiple response variables from mixed distributions
(2) time-varying regression coefficients
(3) posterior predictive simulations for estimation of long-term causal effects
(4) Suitable for both large N and large T case as well as for univariate time series case (N=1)
Jouni Helske
@jouni_helske@fediscience.org
Academy Research Fellow at INVEST (University of Turku) and PI of PREDLIFE project at University of Jyväskylä. Working on Bayesian statistics, causal inference, state space models, hidden Markov models, general computational statistics and software development, visualization etc. Author of KFAS, bssm, seqHMM, walker, dynamite, Rlibeemd and other R packages.
fediscience.org
Jouni Helske
@jouni_helske@fediscience.org
Academy Research Fellow at INVEST (University of Turku) and PI of PREDLIFE project at University of Jyväskylä. Working on Bayesian statistics, causal inference, state space models, hidden Markov models, general computational statistics and software development, visualization etc. Author of KFAS, bssm, seqHMM, walker, dynamite, Rlibeemd and other R packages.
fediscience.org
@jouni_helske@fediscience.org
·
Jan 16, 2023
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