论文信息 - Jeffreys' prior for logit models

Jeffreys' prior for logit models

Abstract This paper investigates Jeffreys' prior for logit models with covariates. In conditional logit models it is not recommended, and in multinomial logit models it has properties similar to a neutral natural conjugate prior, but none of the computational advantages.

Dale J. Poirier | D. Poirier

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