Year: 2025
Type: article
Abstract: We describe a novel procedure for Bayesian cutpoint simulation in ordered probit models. Our approach capitalizes upon a series of auxiliary binary probit models implied by the ordinal probit to craft tailored proposal distributions for Metropolis-Hastings (M-H) sampling. Our scheme for posterior simulation, termed the Cowles-EM algorithm, demonstrates strong mixing properties and produces more iid-equivalent simulations per computation period than alternatives often used in the literature. An illustrative application involving determinants of Body Mass Index (BMI) is also provided.
Source: Research in Statistics
Author: Justin L. Tobias
Institution: Purdue University West Lafayette
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: diamond
OpenAlex ID: W4409112502