A Bayesian method for multinomial probit model

Author:

Koo Donghyun,Kim Chanmin,Lee KeunbaikORCID

Funder

National Research Foundation of Korea

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference25 articles.

1. Aichison, J., & Bennett, J. (1970). Polychotomous quantal response by maximum indicant. Biometrika, 57, 253–262.

2. Albert, J., & Chib, S. (1993). Bayesian analysis of binary and polychotomous response data. Journal of the American Statistical Association, 88(422), 669–679.

3. Barnard, J., McCulloch, R., & Meng, X.-L. (2000). Modeling covariance matrices in terms of standard deviations and correlations, with application to shrinkage. Statistica Sinica, 10(4), 1281–1311.

4. Burgette, L. F., & Nordheim, E. V. (2012). The trace restriction: An alternative identification strategy for the Bayesian multinomial probit model. Journal of Business & Economic Statistics, 30, 404–410.

5. Chib, S., Greenberg, E., & Chen, Y. (1998). MCMC methods for fitting and comparing multinomial response models. Econometrics. University Library of Munich.

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