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

DOI10.1007/s00362-009-0205-0zbMath1247.60109MaRDI QIDQ451483

Steven L. Scott

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

zbMATH Keywords

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

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62F10: Point estimation

62F15: Bayesian inference

62D05: Sampling theory, sample surveys

65C05: Monte Carlo methods

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Uses Software

• BUGS

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