On the propriety of a modified Jeffreys's prior for variance components in binary random effects models
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240.
- Yang, R. Y., 1995. "Bayesian Analysis for Random Coefficient Regression Models Using Noninformative Priors," Journal of Multivariate Analysis, Elsevier, vol. 55(2), pages 283-311, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sean M. O'Brien & David B. Dunson, 2004. "Bayesian Multivariate Logistic Regression," Biometrics, The International Biometric Society, vol. 60(3), pages 739-746, September.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Paleti, Rajesh, 2018. "Generalized multinomial probit Model: Accommodating constrained random parameters," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 248-262.
- Rub'en Loaiza-Maya & Didier Nibbering, 2022. "Fast variational Bayes methods for multinomial probit models," Papers 2202.12495, arXiv.org, revised Oct 2022.
- Troske, Kenneth R. & Voicu, Alexandru, 2010.
"Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques,"
Labour Economics, Elsevier, vol. 17(1), pages 150-169, January.
- Troske, Kenneth & Voicu, Alexandru, 2004. "Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques," IZA Discussion Papers 1251, Institute of Labor Economics (IZA).
- Hielke Buddelmeyer & Kenneth Troske, 2004. "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Econometric Society 2004 North American Winter Meetings 334, Econometric Society.
- Koop, Gary & Poirier, Dale J., 2004.
"Bayesian variants of some classical semiparametric regression techniques,"
Journal of Econometrics, Elsevier, vol. 123(2), pages 259-282, December.
- Koop, G. & Poirier, D., 2000. "Bayesian Variants of Some Classical Semiparametric Regression Techniques," Papers 00-01-22, California Irvine - School of Social Sciences.
- Gary Koop & Dale J Poirer, 2001. "Bayesian Variants of Some classical Semiparametric Regression Techniques," Edinburgh School of Economics Discussion Paper Series 73, Edinburgh School of Economics, University of Edinburgh.
- Jean-Pierre Florens & Anna Simoni, 2021.
"Revisiting Identification Concepts in Bayesian Analysis,"
Annals of Economics and Statistics, GENES, issue 144, pages 1-38.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting identification concepts in Bayesian analysis," Papers 2110.09954, arXiv.org.
- Jean-Pierre Florens & Anna Simoni, 2021. "Revisiting Identification Concepts in Bayesian Analysis," Post-Print hal-03504692, HAL.
- Stephan Wachtel & Thomas Otter, 2013. "Successive Sample Selection and Its Relevance for Management Decisions," Marketing Science, INFORMS, vol. 32(1), pages 170-185, September.
- Min, Chung-ki, 1998. "A Gibbs sampling approach to estimation and prediction of time-varying-parameter models," Computational Statistics & Data Analysis, Elsevier, vol. 27(2), pages 171-194, April.
- Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2012.
"A practitioner’s guide to Bayesian estimation of discrete choice dynamic programming models,"
Quantitative Marketing and Economics (QME), Springer, vol. 10(2), pages 151-196, June.
- Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2009. "A Practitioner's Guide To Bayesian Estimation Of Discrete Choice Dynamic Programming Models," Working Paper 1201, Economics Department, Queen's University.
- John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
"Econometrics: A Bird’s Eye View,"
CESifo Working Paper Series
1870, CESifo.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006. "Econometrics: A Bird's Eye View," IZA Discussion Papers 2458, Institute of Labor Economics (IZA).
- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
- Ryo Kato & Takahiro Hoshino, 2020. "Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous–discrete covariates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 803-825, June.
- Adam Kapor & Mohit Karnani & Christopher Neilson, 2024.
"Aftermarket Frictions and the Cost of Off-Platform Options in Centralized Assignment Mechanisms,"
Journal of Political Economy, University of Chicago Press, vol. 132(7), pages 2346-2395.
- Christopher Neilson & Adam Kapor & Mohit Karnani, 2020. "Aftermarket Frictions and the Cost of Off-Platform Options in Centralized Assignment Mechanisms," Working Papers 635a, Princeton University, Department of Economics, Industrial Relations Section..
- Adam Kapor & Mohit Karnani & Christopher Neilson, 2022. "Aftermarket Frictions and the Cost of Off-Platform Options in Centralized Assignment Mechanisms," Working Papers 2022-24, Princeton University. Economics Department..
- Adam Kapor & Mohit Karnani & Christopher Neilson, 2022. "Aftermarket Frictions and the Cost of Off-Platform Options in Centralized Assignment Mechanisms," NBER Working Papers 30257, National Bureau of Economic Research, Inc.
- Ge, Houtian & Gomez, Miguel I. & Richards, Timothy J., 2018. "Retailer Marketing Strategy and Consumer Purchase Decision for Local Food – An Agent-Based Model," 2018 Annual Meeting, August 5-7, Washington, D.C. 273819, Agricultural and Applied Economics Association.
- Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998. "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics 9802001, University Library of Munich, Germany, revised 06 May 1998.
- Patrick Bajari, 2003. "Comment," Quantitative Marketing and Economics (QME), Springer, vol. 1(3), pages 277-283, September.
- Susan Athey & Guido W. Imbens, 2007.
"Discrete Choice Models With Multiple Unobserved Choice Characteristics,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1159-1192, November.
- Susan Athey & Guido Imbens, 2006. "Discrete Choice Models with Multiple Unobserved Choice Characteristics," Levine's Bibliography 122247000000001040, UCLA Department of Economics.
- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1997.
"Bayesian efficiency analysis through individual effects: Hospital cost frontiers,"
Journal of Econometrics, Elsevier, vol. 76(1-2), pages 77-105.
- KOOP , Gary & OSIEWALSKI , Jacek & STEEL , Mark, 1995. "Bayesian Efficiency Analysis through Individual Effects : Hospital Cost Frontiers," LIDAM Discussion Papers CORE 1995036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Koop, G. & Osiewalski, J. & Steel, M. F. J., 1997. "Bayesian efficiency analysis through individual effects: Hospital cost frontiers," LIDAM Reprints CORE 1245, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Nikhil Agarwal & Itai Ashlagi & Michael A. Rees & Paulo Somaini & Daniel Waldinger, 2021. "Equilibrium Allocations Under Alternative Waitlist Designs: Evidence From Deceased Donor Kidneys," Econometrica, Econometric Society, vol. 89(1), pages 37-76, January.
- Bradlow, Eric T. & Gangwar, Manish & Kopalle, Praveen & Voleti, Sudhir, 2017. "The Role of Big Data and Predictive Analytics in Retailing," Journal of Retailing, Elsevier, vol. 93(1), pages 79-95.
- Shaheena Bashir & Edward Carter, 2010. "Penalized multinomial mixture logit model," Computational Statistics, Springer, vol. 25(1), pages 121-141, March.
- Monokroussos, George & Zhao, Yongchen, 2020.
"Nowcasting in real time using popularity priors,"
International Journal of Forecasting, Elsevier, vol. 36(3), pages 1173-1180.
- Monokroussos, George, 2015. "Nowcasting in Real Time Using Popularity Priors," MPRA Paper 68594, University Library of Munich, Germany.
- George Monokroussos & Yongchen Zhao, 2020. "Nowcasting in Real Time Using Popularity Priors," Working Papers 2020-01, Towson University, Department of Economics, revised Feb 2020.
More about this item
Keywords
Jeffreys's prior Fisher information Propriety;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:51:y:2001:i:4:p:409-414. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.