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Bayesian analysis in multivariate skew-probit models

Grant number: 07/03598-3
Support type:Scholarships in Brazil - Doctorate
Effective date (Start): August 01, 2007
Effective date (End): April 30, 2011
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics
Principal Investigator:Márcia D'Elia Branco
Grantee:Rafael Bráz Azevedo Farias
Home 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. Web of Science Citations: 0.
Academic Publications
(References retrieved automatically from State of São Paulo Research Institutions)
FARIAS, Rafael Bráz Azevedo. Modelos multivariados binários com funções de ligação assimétricas. 2012. Doctoral Thesis - Universidade de São Paulo (USP). Instituto de Matemática e Estatística São Paulo.

Please report errors in scientific publications list by writing to: cdi@fapesp.br.