A Bayesian approach to parameter estimation in binary logit and probit models

MaRDI QIDQ3646008zbMATH OpenFDO

Authors Derya Tektaş, Süleyman Günay

Publication date 18 November 2009

zbMATH Keywords

Albert and Chib approachbinary probit modeldata augmentationGibbs samplinglatent data

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

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Cited in

(17)

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• A Bayesian analysis of nested logit models
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• Bayesian estimation in the multidimensional three-parameter logistic model
• An objective Bayesian estimation of parameters in a log-binomial model
• Bayesian skew-probit regression for binary response data
• Bayesian analysis of immigration in Europe with generalized logistic regression
• A Bayesian method to estimate the parameters of regression model
• Bayesian Analysis of Binary and Polychotomous Response Data
• A comparison of parameter estimates in standard logistic regression using WinBUGS MCMC and MLE methods in R for different sample sizes
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Assessing Bayesian Semi‐Parametric Log‐Linear Models: An Application to Disclosure Risk Estimation

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