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Jeffreys' prior for logit models

✍ Scribed by Dale Poirier

Book ID
107950022
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
719 KB
Volume
63
Category
Article
ISSN
0304-4076

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This paper proves that a modiΓΏed Je reys's prior on the variance components in binary random e ects models is integrable under mild conditions on the link function. These conditions are shown to be satisΓΏed for two commonly used link functions, the logit and probit functions.