Propriety of posterior distribution for dichotomous quantal response models
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- by Ming-Hui Chen and Qi-Man Shao PDF
- Proc. Amer. Math. Soc. 129 (2001), 293-302 Request permission
Abstract:
In this article, we investigate the property of posterior distribution for dichotomous quantal response models using a uniform prior distribution on the regression parameters. Sufficient and necessary conditions for the propriety of the posterior distribution with a general link function are established. In addition, the sufficient conditions for the existence of the posterior moments and the posterior moment generating function are also obtained. Finally, the relationship between the propriety of posterior distribution and the existence of the maximum likelihood estimate is examined.References
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Additional Information
- Ming-Hui Chen
- Affiliation: Department of Mathematical Sciences, Worcester Polytechnic Institute, 100 Institute Road, Worcester, Massachusetts 01609-2280
- Email: mhchen@wpi.edu
- Qi-Man Shao
- Affiliation: Department of Mathematics, University of Oregon, Eugene, Oregon 97403
- Email: shao@math.uoregon.edu
- Received by editor(s): March 3, 1999
- Published electronically: August 17, 2000
- Additional Notes: Research of the first author was partially supported by the National Science Foundation under Grant No. DMS-9702172, and of the second author by the National Science Foundation under Grant No. DMS-9802451
- Communicated by: Wei Y. Loh
- © Copyright 2000 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 129 (2001), 293-302
- MSC (2000): Primary 62F15, 62E15, 62J12
- DOI: https://doi.org/10.1090/S0002-9939-00-05513-1
- MathSciNet review: 1694452