A Bayesian analysis of the multinomial probit model using marginal data augmentation [An article from Free

Author: K. Imai
Edition:
Binding: Digital
ISBN: B000RR474G

A Bayesian analysis of the multinomial probit model using marginal data augmentation [An article from: Journal of Econometrics]

This digital document is a journal article from Journal of Econometrics, published by Elsevier in 2005. Get A Bayesian analysis of the multinomial probit model using marginal data augmentation [An article from computer books for free.
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Description:
We introduce a set of new Markov chain Monte Carlo algorithms for Bayesian analysis of the multinomial probit model. Our Bayesian representation of the model places a new, and possibly improper, prior distribution directly on the identifiable parameters and thus is relatively easy to interpret and use. Our algorithms, which are based on the method of marginal data augmentation, involve only draws from standard distributions and dominate other available Check A Bayesian analysis of the multinomial probit model using marginal data augmentation [An article from our best computer books for 2013. All books are available in pdf format and downloadable from rapidshare, 4shared, and mediafire.