A Bayesian analysis of the multinomial probit model using marginal data augmentation
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Publication:69484
DOI10.1016/J.JECONOM.2004.02.002zbMATH Open1335.62049OpenAlexW2117569500MaRDI QIDQ69484FDOQ69484
Publication date: February 2005
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.002
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Cited In (53)
- Parameter-expanded data augmentation for analyzing correlated binary data using multivariate probit models
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- Comment: Bayesian multinomial probit models with a normalization constraint
- Analysis of binary longitudinal data with time-varying effects
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- Data augmentation strategies for the Bayesian spatial probit regression model
- Robust discrete choice models with \(t\)-distributed kernel errors
- Gibbs samplers for logistic item response models via the Pólya-gamma distribution: a computationally efficient data-augmentation strategy
- Multilevel models with multivariate mixed response types
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- A comparison of centring parameterisations of Gaussian process-based models for Bayesian computation using MCMC
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- A Bayesian modeling approach for generalized semiparametric structural equation models
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