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Probit and Logit Model Selection

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Publication:3083768
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DOI10.1080/03610920903377799zbMath1208.62041OpenAlexW2056510602MaRDI QIDQ3083768

Hiroki Tsurumi, Guo Chen

Publication date: 23 March 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903377799


zbMATH Keywords

Metropolis-Hastings algorithmsexponential power distributiondeviance information criterion


Mathematics Subject Classification ID

Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Statistical methods; economic indices and measures (91B82)


Related Items (2)

Reliability analysis for gap null gate based on model comparison criterion ⋮ Limited Dependent Variables (Logit and Probit Models) and an Application on BIST-100: Logit and Probit Models







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