Bayesian Inference on the Impact of Serious Life Events on Insomnia and Obesity

David Gunawan ()
Additional contact information
David Gunawan: School of Mathematics and Applied Statistics, University of Wollongong, Wollongong 2522, Australia

Mathematics, 2025, vol. 13, issue 11, 1-40

Abstract: We investigate the impact of significant life events on two critical health outcomes: insomnia and obesity. Using data from the Household, Income, and Labour Dynamics in Australia (HILDA) survey, we focus on significant life events experienced in the preceding 12 months. To model these health outcomes jointly, we employ a bivariate random effects probit panel data model and a longitudinal random effects panel data model whose outcomes can be a combination of discrete/categorical and continuous variables. Estimating these random effects panel data models is challenging because the likelihood is an integral over the latent individual random effects. In addition, the models often have a large number of predictors. In this paper, Bayesian inference is carried out using a particle Metropolis within a Gibbs sampler, which is particularly well suited for statistical models with latent variables. Additionally, within this inference framework, we integrate a Hamiltonian Monte Carlo (HMC) step to sample the high-dimensional vector of regression coefficients efficiently. The HMC step enables faster convergence and improved mixing of the Markov chain. Our article contributes to a better understanding of how stress-related life events shape health outcomes and demonstrates the advantages of combining particle Metropolis within Gibbs and HMC in the estimation of complex panel data models.

Keywords: particle metropolis within Gibbs; HILDA; average partial effect; Hamiltonian Monte Carlo (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/13/11/1840/pdf (application/pdf)
https://www.mdpi.com/2227-7390/13/11/1840/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:13:y:2025:i:11:p:1840-:d:1669354

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().