Title
Bayesian skew-probit regression for binary response data
Date Issued
01 January 2014
Access level
open access
Resource Type
journal article
Author(s)
Universidade de São Paulo
Publisher(s)
Brazilian Statistical Association
Abstract
Since many authors have emphasized the need of asymmetric link functions to fit binary regression models, we propose in this work two new skew-probit link functions for the binary response variables. These link functions will be named power probit and reciprocal power probit due to the relation between them including the probit link as a special case. Also, the probit regressions are special cases of the models considered in this work. A Bayesian inference approach using MCMC is developed for real data suggesting that the link functions proposed here are more appropriate than other link functions used in the literature. In addition, simulation study show that the use of probit model will lead to biased estimate of the regression coefficient. © Brazilian Statistical Association, 2014.
Start page
467
End page
482
Volume
28
Issue
4
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Subjects
Scopus EID
2-s2.0-84905256052
Source
Brazilian Journal of Probability and Statistics
ISSN of the container
01030752
Sources of information:
Directorio de Producción Científica
Scopus