Comment: Bayesian multinomial probit models with a normalization constraint

DOI10.1016/S0304-4076(00)00035-XzbMATH Open1075.62539MaRDI QIDQ1841192FDOQ1841192

Authors: Agostino Nobile 

Publication date: 8 January 2003

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

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zbMATH Keywords

Wishart distributionIdentificationInverted Wishart distribution

Mathematics Subject Classification ID

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

Cites Work

• A Bayesian analysis of the multinomial probit model with fully identified parameters
• The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
• Title not available (Why is that?)

Cited In (15)

• Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models
• Selecting amongst multinomial models: an apologia for normalized maximum likelihood
• Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model
• A Bayesian multinomial probit model for the analysis of panel choice data
• Rejoinder on the normalized maximum likelihood and Bayesian decision theory: reply to Grünwald and Navarro (2009)
• Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare
• A Bayesian analysis of the multinomial probit model using marginal data augmentation
• Bayesian first order auto-regressive latent variable models for multiple binary sequences
• Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model
• Modelling the Evolution of Distributions: An Application to Major League Baseball
• Checking for model failure and for prior-data conflict with the constrained multinomial model
• Stabilization of Bayes estimator in the multinomial probit model
• Sequential Monte Carlo EM for multivariate probit models
• A Bayesian analysis of the multinomial probit model with fully identified parameters
• A Bayesian analysis of payday loans and their regulation

Uses Software

• AS 53

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