Bayesian analysis in multivariate skew-probit models

• Grant number: 07/03598-3
• Support Opportunities: Scholarships in Brazil - Doctorate
• Start date: August 01, 2007
• End date: April 30, 2011
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Márcia D'Elia Branco
• Grantee: Rafael Bráz Azevedo Farias
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil

Abstract

We will propor here a new multivariate link function, called skew-probit, to deal with longitudinal binary data. The main goal is to extend some results in the literature gave for multivariate logist and probit link, under Bayesian approach and also to develop efficient MCMC algorithms. Another interest is to work in variable selection under this binary regression model.

Scientific publications

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

FARIAS, RAFAEL B. A.; BRANCO, MARCIA D.. Latent residual analysis in binary regression with skewed link. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, v. 26, n. 4, p. 344-357, NOV 2012. (07/03598-3)

Academic Publications

(References retrieved automatically from State of São Paulo Research Institutions)

FARIAS, Rafael Bráz Azevedo. Multivariate binary regression models with asymmetric link functions. 2012. Doctoral Thesis - Universidade de São Paulo (USP). Instituto de Matemática e Estatística (IME/SBI) São Paulo.