BINARY REGRESSION WITH A CLASS OF SKEWEDtLINK MODELS
From MaRDI portal
Publication:4449083
DOI10.1081/STA-120014917zbMath1075.62593OpenAlexW2025915817MaRDI QIDQ4449083
Publication date: 4 February 2004
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sta-120014917
Markov chain Monte CarloBayesian estimationBinary response regressionAsymmetric linkSkewed t distribution
Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
On a class of two-piece skew-normal distributions ⋮ Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data ⋮ Testing skew normality via the moment generating function ⋮ Inference procedures for the variance gamma model and applications ⋮ A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function ⋮ On bilateral selection \(t\) model and its application to inequality constrained problems ⋮ On a class of symmetric distributions associated with the product of two correlated \(t\) variables
Cites Work
- Bayesian reduced rank regression in econometrics
- The effect of link misspecification on binary regression inference
- The nontruncated marginal of a truncated bivariate normal distribution
- Parametric link modification of both tails in binary regression
- Markov chains for exploring posterior distributions. (With discussion)
- Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
- Sampling-Based Approaches to Calculating Marginal Densities
- The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
- Analysis of multivariate probit models
- The multivariate skew-normal distribution
- A New Skewed Link Model for Dichotomous Quantal Response Data
- A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
- Bayesian Analysis of Binary and Polychotomous Response Data