Data augmentation, frequentist estimation, and the Bayesian analysis of multinomial logit models

DOI10.1007/s00362-009-0205-0zbMath1247.60109OpenAlexW2070928802MaRDI QIDQ451483

Steven L. Scott

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-009-0205-0

zbMATH Keywords

Markov chain Monte Carlologistic regressionGibbs samplerMetropolis-Hastingspartial credit modeldiscrete choice modelmultinomial Poisson transformationpolychotomouspolytomous

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

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Uses Software

• BUGS

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