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发布时间： 2011-01-21
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by Bruce Western, Meredith Kleykamp in Princeton University: Political relationships often vary over time but standard models ignore temporal variation in regression relationships. We describe a Bayesian model that treats the change-point in a time series as a parameter to be estimated. In this model, inference for the regression coefficients reflects prior uncertainty about the location of the change point. Inferences about regression coefficients, unconditional on the change point location, ca


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