Bayesian Evaluation of a Semi-Parametric Binary Response Model

E. Scheihing and M. Mouchart

Working Papers from Catholique de Louvain - Institut de statistique

Abstract: In this paper, we develop a Bayesian analysis of semi-parametric binary choice model. The prior specification of the functional parameter, namely the distribution function of a latent variable, is of the Dirichlet process type and the prior specification of the Euclidean parameter, namely the coefficients of a linear combination of exogenous variables, is left arbitrary.

Keywords: ECONOMETRICS; STATISTICAL ANALYSIS; ESTIMATION OF PARAMETERS; TESTING (search for similar items in EconPapers)
JEL-codes: C11 C14 (search for similar items in EconPapers)
Pages: 47 pages
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:fth:louvis:9806

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