Jeffreys' prior for logit models

DOI10.1016/0304-4076(93)01556-2zbMath0825.62406OpenAlexW1985068329MaRDI QIDQ1341181

Dale J. Poirier

Publication date: 28 November 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4076(93)01556-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Related Items (4)

Comparing and choosing between two models with a third model in background ⋮ A Bayesian analysis of nested logit models ⋮ Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior ⋮ Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables.

Cites Work

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• Bayesian analysis of dichotomous quantal response models
• Bayesian analysis of logit models using natural conjugate priors
• On Prior Distributions for Binary Trials
• Ordered group reference priors with application to the multinomial problem
• On Bayesian Analysis of Generalized Linear Models Using Jeffreys's Prior

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