A Bayesian analysis of the multinomial probit model using marginal data augmentation
From MaRDI portal
Publication:69484
DOI10.1016/J.JECONOM.2004.02.002zbMath1335.62049OpenAlexW2117569500MaRDI QIDQ69484
Kosuke Imai, David Van Dyk, David A. van Dyk, Kosuke Imai
Publication date: February 2005
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.002
Related Items (39)
Link function selection in stochastic multicriteria decision making models ⋮ Sequential Monte Carlo EM for multivariate probit models ⋮ A Bayesian mixed logit-probit model for multinomial choice ⋮ Bayesian longitudinal item response modeling with restricted covariance pattern structures ⋮ Analysis of binary longitudinal data with time-varying effects ⋮ Data augmentation and parameter expansion for independent or spatially correlated ordinal data ⋮ Bayesian robust inference of sample selection using selection-\(t\) models ⋮ DOLDA: a regularized supervised topic model for high-dimensional multi-class regression ⋮ Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results ⋮ Efficient MCMC estimation of inflated beta regression models ⋮ A Bayesian method for multinomial probit model ⋮ Globally and symmetrically identified Bayesian multinomial probit model ⋮ Fast Variational Bayes Methods for Multinomial Probit Models ⋮ Data augmentation strategies for the Bayesian spatial probit regression model ⋮ A Bayesian approach towards missing covariate data in multilevel latent regression models ⋮ A Symmetric prior for multinomial probit models ⋮ Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book ⋮ A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC ⋮ Choosing between identification schemes in noisy-news models ⋮ A Bayesian modeling approach for generalized semiparametric structural equation models ⋮ Prediction and Inference With Missing Data in Patient Alert Systems ⋮ Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Bayesian exploratory factor analysis ⋮ 50-year-old curiosities: ancillarity and inference in capture-recapture models ⋮ A Bayesian multinomial probit model for the analysis of panel choice data ⋮ Multilevel models with multivariate mixed response types ⋮ Efficient Bayesian analysis of multivariate aggregate choices ⋮ Flexible random intercept models for binary outcomes using mixtures of normals ⋮ MNP ⋮ Simulating from a multinomial distribution with large number of categories ⋮ Bayesian Nonparametric Modeling for Multivariate Ordinal Regression ⋮ Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models ⋮ Marginal Bayesian Semiparametric Modeling of Mismeasured Multivariate Interval-Censored Data ⋮ Modeling Multiple Time-Varying Related Groups: A Dynamic Hierarchical Bayesian Approach With an Application to the Health and Retirement Study ⋮ Shared Bayesian variable shrinkage in multinomial logistic regression ⋮ Gibbs samplers for logistic item response models via the Pólya-gamma distribution: a computationally efficient data-augmentation strategy ⋮ Robust discrete choice models with \(t\)-distributed kernel errors
Uses Software
Cites Work
- A Bayesian analysis of the multinomial probit model with fully identified parameters
- Inference from iterative simulation using multiple sequences
- Comment: Bayesian multinomial probit models with a normalization constraint
- Reply to Nobile
- Markov chains for exploring posterior distributions. (With discussion)
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- The Calculation of Posterior Distributions by Data Augmentation
- A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
- Seeking efficient data augmentation schemes via conditional and marginal augmentation
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A Bayesian analysis of the multinomial probit model using marginal data augmentation
