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Cited by 834

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

Analysis of multivariate probit models

Open access
Chib, S·1998·Biometrika

Abstract

This paper provides a practical simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods and maximum likelihood estimates are obtained by a Monte Carlo version of the EM algorithm. A practical approach for the computation of Bayes factors from the simulation output is also developed. The methods are applied to a dataset with a bivariate binary response, to a four-year longitudinal dataset from the Six Cities study of the health effects of air pollution and to a sevenvariate binary response dataset on the labour supply of married women from the Panel survey of Income Dynamics.

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Crossref · 10.1093/biomet/85.2.347

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Metadata

Authors
Chib, S.
Venue
Biometrika
Published
1998-06-01
Volume
85
Issue
2
Pages
347-361
ISSN
  • 0006-3444 (ISSN-L)
  • 1464-3510
OpenAlex
W2032113267
Cited by
834
References
3
FWCI
22.34
Type
journal article
Language
en
Open access
green

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.