Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models

DOI10.1007/S00362-009-0205-0zbMATH Open1247.60109OpenAlexW2070928802MaRDI QIDQ451483FDOQ451483

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0205-0

Recommendations

Auxiliary mixture sampling with applications to logistic models
Bayesian analysis of the logit model and comparison of two Metropolis-Hastings strategies.
A Bayesian analysis of the multinomial probit model using marginal data augmentation
Bayesian computation for logistic regression
Bayesian Analysis of Binary and Polychotomous Response Data

Markov chain Monte Carlo Metropolis-Hastings logistic regression Gibbs sampler partial credit model discrete choice model multinomial Poisson transformation polychotomous polytomous

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05)

Cites Work

The elements of statistical learning. Data mining, inference, and prediction
Slice sampling. (With discussions and rejoinder)
Title not available (Why is that?)
Weak convergence and optimal scaling of random walk Metropolis algorithms
Markov chains for exploring posterior distributions. (With discussion)
Seeking efficient data augmentation schemes via conditional and marginal augmentation
Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
Bayesian Analysis of Binary and Polychotomous Response Data
Bayesianly justifiable and relevant frequency calculations for the applied statistician
Auxiliary mixture sampling with applications to logistic models
Asymptotics in statistics. Some basic concepts.
Auxiliary mixture sampling for parameter-driven models of time series of counts with applications to state space modelling
Title not available (Why is that?)
Title not available (Why is that?)
Adaptive Rejection Sampling for Gibbs Sampling
Title not available (Why is that?)
Monte Carlo sampling methods using Markov chains and their applications
Bayesian auxiliary variable models for binary and multinomial regression
Title not available (Why is that?)
Parameter Expansion for Data Augmentation
Rates of convergence of the Hastings and Metropolis algorithms
Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
Discrete Choice Methods with Simulation
Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
The Toupin-Mindlin theory of dielectrics in the light of the Mossotti's idea
Title not available (Why is that?)
Empirical Bayes and Item-Clustering Effects in a Latent Variable Hierarchical Model
Title not available (Why is that?)

Cited In (11)

Bayesian computation for logistic regression
Bayesian analysis of the logit model and comparison of two Metropolis-Hastings strategies.
MCMC for imbalanced categorical data
Bayesian estimation of the multinomial logit model: a comment on Holmes and Held, ``Bayesian auxiliary variable models for binary and multinomial regression
Bayesian analysis of nested logit model by Markov chain Monte Carlo.
A Bayesian analysis of the multinomial probit model using marginal data augmentation
Efficient MCMC for binomial logit models
Markov switching panel with endogenous synchronization effects
An efficient monotone data augmentation algorithm for Bayesian analysis of incomplete longitudinal data
Spatial Species Sampling and Product Partition Models
Auxiliary mixture sampling with applications to logistic models

Uses Software

BUGS

This page was built for publication: Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q451483)