Title
A framework for skew-probit links in binary regression
Date Issued
01 January 2010
Access level
metadata only access
Resource Type
review
Author(s)
Bolfarine H.
Branco M.D.
Catholic University
Abstract
We review several asymmetrical links for binary regression models and present a unified approach for two skew-probit links proposed in the literature. Moreover, under skew-probit link, conditions for the existence of the ML estimators and the posterior distribution under improper priors are established. The framework proposed here considers two sets of latent variables which are helpful to implement the Bayesian MCMC approach. A simulation study to criteria for models comparison is conducted and two applications are made. Using different Bayesian criteria we show that, for these data sets, the skew-probit links are better than alternative links proposed in the literature.
Start page
678
End page
697
Volume
39
Issue
4
Language
English
OCDE Knowledge area
Estadísticas, Probabilidad
Scopus EID
2-s2.0-76949091473
Source
Communications in Statistics - Theory and Methods
ISSN of the container
03610926
Sponsor(s)
The authors acknowledge partial financial support from CNPq and Capes-Brasil and DAI-PUCP. They also acknowledge helpful comments and suggestions from an anonymous referee, which substantially improved presentation.
Sources of information: Directorio de Producción Científica Scopus