Simulated latent variable estimation of models with ordered categorical data

DOI10.1016/S0304-4076(98)00004-9zbMath0944.62062MaRDI QIDQ1305650

Jon A. Breslaw, James McIntosh

Publication date: 22 September 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Gibbs samplerlatent variableserrors in variablescategorical datastochastic regressionnormality testmultivariate ordered probit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items (1)

Nonparametric estimation of a latent variable model

Cites Work

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