Existence of the MLE and propriety of posteriors for a general multinomial choice model

MaRDI QIDQ5323638zbMATH OpenFDO

Authors Paul L. Speckman, Jaeyong Lee, Dongchu Sun

Publication date 23 July 2009

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J19N2/j19n218/j19n218.html

zbMATH Keywords

asymptotic normalitylogisticmaximimum likelihood estimationmultinomial choice modelposteriorprobit

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Utility theory (91B16)

Recommendations

• Existence of MLE and posteriors for a recognition-memory model
• Existence of Bayesian estimates for the polychotomous quantal response models
• On the existence of maximum likelihood estimates in logistic regression models
• scientific article; zbMATH DE number 4121215
• Bayesian analysis of a simple multinomial logit model

Cited in

(16)

• On the use of Cauchy prior distributions for Bayesian logistic regression
• Existence of Bayesian estimates for the polychotomous quantal response models
• On the existence of posterior mean for Bayesian logistic regression
• Existence of MLE and posteriors for a recognition-memory model
• Posterior propriety for hierarchical models with log-likelihoods that have norm bounds
• On the existence of maximum likelihood estimates in random effects models for clustered multivariate binary data
• Controlling Separation in Generating Samples for Logistic Regression Models
• Posterior propriety of an objective prior in a 4-level normal hierarchical model
• Cauchy and other shrinkage priors for logistic regression in the presence of separation
• Applying non-informative G-prior for logistic regression models with different patterns of data points
• Least squares for cardinal paired comparisons data
• Belief in dependence: leveraging atomic linearity in data bits for rethinking generalized linear models
• A Bayesian analysis of the multinomial probit model using marginal data augmentation
• Perfect classifiers in partial observability bivariate probit
• Online Bayesian variable selection and Bayesian model averaging for streaming data
• On the existence of maximum likelihood estimators in a multinomial choice model under positivity constraints

This page was built for publication: Existence of the MLE and propriety of posteriors for a general multinomial choice model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5323638)