Bayesian analysis of dichotomous quantal response models

DOI10.1016/0304-4076(84)90007-1zbMath0575.62092OpenAlexW1970552113MaRDI QIDQ1063998

Arnold Zellner, Peter E. Rossi

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90007-1

zbMATH Keywords

logistic distributionmedianplotsposterior distributionsdiffuse priorslikelihood functionselasticitiesmodel selection problemsinformative prior distributionsBayesian prediction proceduresexact small sample inferencesfractileslarge-sample approximate inferenceslogit models derivativesMonte Carlo numerical integration proceduresposterior odds ratiosQualitative response models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

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