Bayesian analysis of logit models using natural conjugate priors

DOI10.1016/0304-4076(93)90124-NMaRDI QIDQ1209891zbMATH OpenOpenAlexFDO

Authors Gary Koop, Dale J. Poirier

Publication date 16 May 1993

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

Full work available at URL https://doi.org/10.1016/0304-4076(93)90124-n

Mathematics Subject Classification ID

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

Cites work

• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• Accurate Approximations for Posterior Moments and Marginal Densities
• Bayesian analysis of dichotomous quantal response models
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 4070082 (Why is no real title available?)
• Specifying and testing econometric models for rank-ordered data

Cited in

(9)

• A Bayesian analysis of nested logit models
• Jeffreys' prior for logit models
• Comparing and choosing between two models with a third model in background
• A Bayesian analysis of the multinomial probit model with fully identified parameters
• Bayesian analysis of nested logit model by Markov chain Monte Carlo.
• Misspecified discrete choice models and Huber-White standard errors
• Modelling the Evolution of Distributions: An Application to Major League Baseball
• A BAYESIAN APPROACH TO MODELING STOCHASTIC BLOCKSTRUCTURES WITH COVARIATES
• A Bayesian dichotomous model with asymmetric link for fraud in insurance

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