Conjugate Bayes for probit regression via unified skew-normal distributions
نویسندگان
چکیده
منابع مشابه
A generalized skew probit class link for binary regression
We introduce a generalized skew probit (gsp) class of links for the modeling of binary regression giving some properties and conditions for the existence of the maximum likelihood estimator and of the posterior distributions of the parameters of the model when improper uniform priors are established. As shown, asymmetric links already proposed in the literature are special cases of the general ...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2019
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asz034