A Symmetric prior for multinomial probit models

DOI10.1214/20-ba1233arXiv1912.10334OpenAlexW3072725072MaRDI QIDQ6201436

Lane F. Burgette, David W. Puelz, P. Richard Hahn

Publication date: 20 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.10334

zbMATH Keywords

Gibbs samplerdiscrete choicebase categorysum-to-zero identification

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Globally and symmetrically identified Bayesian multinomial probit model ⋮ Fast Variational Bayes Methods for Multinomial Probit Models

Cites Work

• A Bayesian analysis of the multinomial probit model using marginal data augmentation
• A Bayesian multinomial probit model for the analysis of panel choice data
• A Bayesian analysis of the multinomial probit model with fully identified parameters
• Bayesian Statistics and Marketing
• Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models
• The Calculation of Posterior Distributions by Data Augmentation
• Discrete Choice Methods with Simulation
• Bayesian Analysis of Binary and Polychotomous Response Data

This page was built for publication: A Symmetric prior for multinomial probit models