Efficient estimation of the link function parameter in a robust Bayesian binary regression model
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DOI: 10.1016/j.csda.2013.11.013
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References listed on IDEAS
- Sungduk Kim & Ming-Hui Chen & Dipak K. Dey, 2008. "Flexible generalized t-link models for binary response data," Biometrika, Biometrika Trust, vol. 95(1), pages 93-106.
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- Claudia Czado & Adrian Raftery, 2006. "Choosing the link function and accounting for link uncertainty in generalized linear models using Bayes factors," Statistical Papers, Springer, vol. 47(3), pages 419-442, June.
- A. Kong & P. McCullagh & X.‐L. Meng & D. Nicolae & Z. Tan, 2003. "A theory of statistical models for Monte Carlo integration," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 585-604, August.
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Cited by:
- Vivekananda Roy, 2016. "Improving efficiency of data augmentation algorithms using Peskun’s theorem," Computational Statistics, Springer, vol. 31(2), pages 709-728, June.
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Keywords
Data augmentation; Empirical Bayes; Importance sampling; Markov chain; Robit regression; Robust regression;All these keywords.
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