ISyE 8843 A ,

نویسنده

  • Brani Vidakovic
چکیده

is equivalent to probit, logit, and related models. However, the formulation that assumes latent variable Zi is allowing Gibbs sampling scheme (eg., Chib and Albert 1993) and Johnson and Albert (1999)). Successive sampling from full conditionals, (i) [β|Z, Y ] and (ii) [Z|β, Y ]. Assume that F is normal distribution and that the above model is probit. Then the distribution for β given Z is simply the multivariate normal distribution from the least square theory,

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تاریخ انتشار 2004