English, Article edition: Bayesian estimation of a random effects heteroscedastic probit model Yuanyuan Gu; Denzil G. Fiebig; Edward Cripps; ...

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/107092
Physical Description
  • article
Language
  • English

Edition details

Title
  • Bayesian estimation of a random effects heteroscedastic probit model
Author
  • Yuanyuan Gu
  • Denzil G. Fiebig
  • Edward Cripps
  • Robert Kohn
Physical Description
  • article
Notes
  • Bayesian analysis is given of a random effects binary probit model that allows for heteroscedasticity. Real and simulated examples illustrate the approach and show that ignoring heteroscedasticity when it exists may lead to biased estimates and poor prediction. The computation is carried out by an efficient Markov chain Monte Carlo sampling scheme that generates the parameters in blocks. We use the Bayes factor, cross-validation of the predictive density, the deviance information criterion and Receiver Operating Characteristic (ROC) curves for model comparison. Copyright © 2009 The Author(s). Journal compilation © Royal Economic Society 2009
  • RePEc:ect:emjrnl:v:12:y:2009:i:2:p:324-339
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment