Propriety of posterior distribution for dichotomous quantal response models

Chen, Ming-Hui; Shao, Qi-Man

doi:10.1090/S0002-9939-00-05513-1

Propriety of posterior distribution for dichotomous quantal response models
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by Ming-Hui Chen and Qi-Man Shao

Proc. Amer. Math. Soc. 129 (2001), 293-302

DOI: https://doi.org/10.1090/S0002-9939-00-05513-1

Published electronically: August 17, 2000

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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.

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