Propriety of posterior distribution for dichotomous quantal response models

DOI10.1090/S0002-9939-00-05513-1zbMath1008.62027OpenAlexW1572215611MaRDI QIDQ4510075

Qui-Man Shao, Ming-Hui Chen

Publication date: 19 October 2000

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-00-05513-1

zbMATH Keywords

probit modelmaximum likelihood estimatelogit modelImproper priorlog-log model

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Exact distribution theory in statistics (62E15)

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Uses Software

• CPLEX

Cites Work

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• Bayesian analysis of dichotomous quantal response models
• Maximum likelihood estimates in exponential response models
• On the existence of maximum likelihood estimates in logistic regression models
• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior
• On the existence and uniqueness of the maximum likelihood estimates for certain generalized linear models
• A note on the existence of the posterior distribution for a class of mixed models for binomial responses
• Convex Analysis

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