Propriety of posterior distribution for dichotomous quantal response models

Authors
Citation
Mh. Chen et Qm. Shao, Propriety of posterior distribution for dichotomous quantal response models, P AM MATH S, 129(1), 2000, pp. 293-302
Citations number
13
Categorie Soggetti
Mathematics
Journal title
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
ISSN journal
00029939 → ACNP
Volume
129
Issue
1
Year of publication
2000
Pages
293 - 302
Database
ISI
SICI code
0002-9939(2000)129:1<293:POPDFD>2.0.ZU;2-P
Abstract
In this article, we investigate the property of posterior distribution for dichotomous quantal response models using a uniform prior distribution on t he regression parameters. Sufficient and necessary conditions for the propr iety of the posterior distribution with a general link function are establi shed. In addition, the sufficient conditions for the existence of the poste rior 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.