Analysis of multivariate probit model in several populations. ; CUHK electronic theses & dissertations collection

Keywords: MCEM algorithm; Gibbs sampler; Multivariate probit model; Multi-group; BIC. ; The main purpose of this paper is to develop maximum likelihood and Bayesian approach for the multivariate probit model in several populations. A Monte Carlo EM algorithm is proposed for obtaining the maximum likelihood estimates and the Gibbs sampler is used to produce the joint Bayesian estimates. To test hypotheses involving constraints among the structural parameters of MP model across groups, we use the method of Bayesian Information Criterion(BIC). The simulation study will be given to certify the accuracy of our algorithm. ; Yu, Yin. ; "March 2007." ; Adviser: Sik Yum Lee. ; Source: Dissertation Abstracts International, Volume: 68-09, Section: B, page: 6054. ; Thesis (Ph.D.)--Chinese University of Hong Kong, 2007. ; Includes bibliographical references (p. 135-137). ; Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. ; Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web. ; Abstract in English and Chinese. ; School code: 1307.