文章基本信息
- 标题：Bayesian Estimation of the Multinomial Logit Model: A Comment on Holmes and Held, "Bayesian Auxiliary Variable Models for Binary and Multinomial Regression",
- 本地全文：下载
- 作者：Ralf van der Lans
- 期刊名称：Bayesian Analysis
- 印刷版ISSN：1931-6690
- 电子版ISSN：1936-0975
- 出版年度：2011
- 卷号：06
- 期号：02
- DOI：10.1214/11-BA613
- 出版社：International Society for Bayesian Analysis
- 摘要：
This note provides two corrections to the pseudo-code of the algorithm
for the Bayesian estimation of the multinomial logit model using auxiliary variables
as developed by Holmes and Held (2006). After incorporating the two corrections,
the algorithm works correctly for the multinomial as well as the binary logit mode - 关键词：Auxiliary variables; Bayesian multinomial regression; Markov chain
