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A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models

Year 2008, Volume: 37 Issue: 2, 167 - 176, 01.02.2008

References

  • Albert, J.H. and Chib, S. Bayesian Analysis of Binary and Polychotomous Response Data, Journal of the American Statistical Association 422, 669–679, 1993.
  • Gelfand, A.E. and Smith, A.F.M. Sampling-Based Approaches to Calculating Marginal Densities, Journal of the American Statistical Association 85, 398–409, 1990.
  • Geweke, J. Evaluating the Accuracy of Sampling Based Approaches to the calculation of Posterior Moments, in: (Bayesian Statistics 4, Oxford University Press, 1992), 169-194.
  • Holmes, C.C. and Held, L. Bayesian Auxiliary Variable Models for Binary and Multinomial Regression, Bayesian Analysis 1, 145–168, 2006.
  • Lesage, J.P. Applied Econometrics using MATLAB (e-book: http://www.spatialeconometrics.com, 1999).
  • Raftery, A.E. and Lewis, S. How many iterations in the Gibbs Sampler?, in: (Bayesian Statistics 4, Oxford University Press, 1992), 763–773.
  • Tanner, M.A. Tools for Statistical Inference (Springer-Verlag, NewYork, 1993).
  • Tanner, M.A. and Wong, W.H. The Calculation of Posterior Distributions by Data Aug- mentation, Journal of the American Statistical Association 82, 528–550, 1987.
  • Walsh, B. Markov Chain Monte Carlo and Gibbs Sampling, Lecture Notes for EBB, http://www.nitro.biosci.arizona.edu/courses/EEB596/handouts/Gibbs.pdf, 2002.

A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models

Year 2008, Volume: 37 Issue: 2, 167 - 176, 01.02.2008

References

  • Albert, J.H. and Chib, S. Bayesian Analysis of Binary and Polychotomous Response Data, Journal of the American Statistical Association 422, 669–679, 1993.
  • Gelfand, A.E. and Smith, A.F.M. Sampling-Based Approaches to Calculating Marginal Densities, Journal of the American Statistical Association 85, 398–409, 1990.
  • Geweke, J. Evaluating the Accuracy of Sampling Based Approaches to the calculation of Posterior Moments, in: (Bayesian Statistics 4, Oxford University Press, 1992), 169-194.
  • Holmes, C.C. and Held, L. Bayesian Auxiliary Variable Models for Binary and Multinomial Regression, Bayesian Analysis 1, 145–168, 2006.
  • Lesage, J.P. Applied Econometrics using MATLAB (e-book: http://www.spatialeconometrics.com, 1999).
  • Raftery, A.E. and Lewis, S. How many iterations in the Gibbs Sampler?, in: (Bayesian Statistics 4, Oxford University Press, 1992), 763–773.
  • Tanner, M.A. Tools for Statistical Inference (Springer-Verlag, NewYork, 1993).
  • Tanner, M.A. and Wong, W.H. The Calculation of Posterior Distributions by Data Aug- mentation, Journal of the American Statistical Association 82, 528–550, 1987.
  • Walsh, B. Markov Chain Monte Carlo and Gibbs Sampling, Lecture Notes for EBB, http://www.nitro.biosci.arizona.edu/courses/EEB596/handouts/Gibbs.pdf, 2002.
There are 9 citations in total.

Details

Primary Language Turkish
Journal Section Mathematics
Authors

D. Tektas This is me

S. Günay This is me

Publication Date February 1, 2008
Published in Issue Year 2008 Volume: 37 Issue: 2

Cite

APA Tektas, D., & Günay, S. (2008). A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models. Hacettepe Journal of Mathematics and Statistics, 37(2), 167-176.
AMA Tektas D, Günay S. A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models. Hacettepe Journal of Mathematics and Statistics. February 2008;37(2):167-176.
Chicago Tektas, D., and S. Günay. “A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models”. Hacettepe Journal of Mathematics and Statistics 37, no. 2 (February 2008): 167-76.
EndNote Tektas D, Günay S (February 1, 2008) A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models. Hacettepe Journal of Mathematics and Statistics 37 2 167–176.
IEEE D. Tektas and S. Günay, “A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models”, Hacettepe Journal of Mathematics and Statistics, vol. 37, no. 2, pp. 167–176, 2008.
ISNAD Tektas, D. - Günay, S. “A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models”. Hacettepe Journal of Mathematics and Statistics 37/2 (February 2008), 167-176.
JAMA Tektas D, Günay S. A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models. Hacettepe Journal of Mathematics and Statistics. 2008;37:167–176.
MLA Tektas, D. and S. Günay. “A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models”. Hacettepe Journal of Mathematics and Statistics, vol. 37, no. 2, 2008, pp. 167-76.
Vancouver Tektas D, Günay S. A Bayesian Approach to Parameter Estimation in Binary Logit and Probit Models. Hacettepe Journal of Mathematics and Statistics. 2008;37(2):167-76.