Bayesian Nonparametric Conditional Copula Estimation of Twin Data

Luciana Dalla Valle, Fabrizio Leisen () and Luca Rossini
Additional contact information
Fabrizio Leisen: Department of Economics, University Of Kent

No 2016:08, Working Papers from Department of Economics, University of Venice "Ca' Foscari"

Abstract: Several studies on heritability in twins aim at understanding the different contribution of environmental and genetic factors to specific traits. Considering the National Merit Twin Study, our purpose is to correctly analyse the influence of the socioeconomic status on the relationship between twins' cognitive abilities. Our methodology is based on conditional copulas, which allow us to model the effect of a covariate driving the strength of dependence between the main variables. We propose a flexible Bayesian nonparametric approach for the estimation of conditional copulas, which can model any conditional copula density. Our methodology extends the work of Wu, Wang, and Walker (2015) by introducing dependence from a covariate in an infinite mixture model. Our results suggest that environmental factors are more influential in families with lower socio-economic position.

Keywords: Bayesian nonparametrics; Conditional Copula models; Slice sampling (search for similar items in EconPapers)
JEL-codes: C11 C13 C14 C51 (search for similar items in EconPapers)
Pages: 32 pages
Date: 2016
New Economics Papers: this item is included in nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://www.unive.it/web/fileadmin/user_upload/dip ... en_rossini_08_16.pdf First version, anno (application/pdf)

Related works:
Journal Article: Bayesian non‐parametric conditional copula estimation of twin data (2018)
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:ven:wpaper:2016:08

Access Statistics for this paper

More papers in Working Papers from Department of Economics, University of Venice "Ca' Foscari" Contact information at EDIRC.
Bibliographic data for series maintained by Sassano Sonia ().