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Analysis of multivariate probit models |
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| Authors: | CHIB, SIDDHARTHA GREENBERG, EDWARD |
| Affiliation: | John M. Olin School of Business, Washington University One Brookings Drive, St. Louis, Missouri 63130, U.S.A. chib{at}simon.wustl.edu Department of Economics, Washington University One Brookings Drive, St. Louis, Missouri 63130, U.S.A. edg{at}wuecona.wustl.edu |
| Abstract: | |
| Keywords: | Bayes factor Correlated binary data Gibbs sampling Marginal likelihood Markov chain Monte Carlo Metropolis-Hastings algorithm |
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