Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives

1 code implementation • 19 Jun 2018 • Vincent Chin, David Gunawan, Denzil G. Fiebig, Robert Kohn, Scott A. Sisson

This article considers the problem of estimating a multivariate probit model in a panel data setting with emphasis on sampling a high-dimensional correlation matrix and improving the overall efficiency of the data augmentation approach.

Computation Applications Methodology