Bayesian evaluation of a semi-parametric binary response model
(1998) , 47 pages
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- Authors
- Abstract
- In this paper, we develop a bayesian analysis of a semi-parametric binary choice model.The prior specification of the functional parameter, namely the distribution function of a latent variable, is of the Dirichlet process type and the prior specification of the Euclidean parameter, namely the coefficient of a linear combination of exogeneous variables, is left arbitrary. The model identification is ensurer by fixing the prior expectation of the functional parameter (see Mouchart et al. (1997)). Approximùation for the posterior predictive distributions are obtained from two different sampling methods. Several questions are studied through an exploratory numerical analysis, such as the numerical convergence of the algorithms and of the methods and the genral problem of contrasting semi-parametric and purely parametric specification.
- Affiliations
Universidad Austral de Chile Instituto de Informatica
Citations
Scheihning, E. (1998). Bayesian evaluation of a semi-parametric binary response model (STAT Discussion Papers 9806). https://hdl.handle.net/2078.5/88879