BINARY REGRESSION WITH A CLASS OF SKEWEDtLINK MODELS

DOI10.1081/STA-120014917MaRDI QIDQ4449083zbMATH OpenOpenAlexFDO

Authors Hea-Jung Kim

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

zbMATH Keywords

Asymmetric linkBayesian estimationBinary response regressionMarkov chain Monte CarloSkewed t distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
• A New Skewed Link Model for Dichotomous Quantal Response Data
• Analysis of multivariate probit models
• Bayesian Analysis of Binary and Polychotomous Response Data
• Bayesian reduced rank regression in econometrics
• Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review
• Markov chains for exploring posterior distributions. (With discussion)
• Parametric link modification of both tails in binary regression
• Sampling-Based Approaches to Calculating Marginal Densities
• The effect of link misspecification on binary regression inference
• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
• The multivariate skew-normal distribution
• The nontruncated marginal of a truncated bivariate normal distribution

Cited in

(25)

• Parametric link modification of both tails in binary regression
• On outliers detection and prior distribution sensitivity in standard skew-probit regression models
• Skewed link-based regression models for misclassified binary data
• New links for binary regression: an application to coca cultivation in Peru
• Testing skew normality via the moment generating function
• A new class of flexible link functions with application to species co-occurrence in Cape Floristic region
• 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
• A framework for skew-probit links in binary regression
• Heterogeneous skewness in binary choice models: Predicting outcomes in the men's NCAA basketball tournament
• Flexible generalized t-link models for binary response data
• scientific article; zbMATH DE number 1941499 (Why is no real title available?)
• scientific article; zbMATH DE number 1983950 (Why is no real title available?)
• Latent residual analysis in binary regression with skewed link
• Power and reversal power links for binary regressions: an application for motor insurance policyholders
• Inference procedures for the variance gamma model and applications
• Skewed probit regression -- identifiability, contraction and reformulation
• Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption
• On a class of two-piece skew-normal distributions
• Tractable Bayes of Skew-Elliptical Link Models for Correlated Binary Data
• A new class of binary regression models for unbalanced data with applications in medical data
• Performance of evaluation metrics for classification in imbalanced data
• Tabaistic regression and its application to the space shuttle challenger O-ring data
• A Kolmogorov-Smirnov type test for skew normal distributions based on the empirical moment generating function
• A Bayesian dichotomous model with asymmetric link for fraud in insurance

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