Probit Models, B ayesian Analysis of
James H. Albert, Siddhartha Chib · Wiley StatsRef: Statistics Reference Online · 2015
Abstract This article reviews the Albert and Chib (1993) data augmentation approach in the implementation of a Markov chain Monte Carlo algorithm for regression with a binary response variable. The article provides a review of the extensions in the original Albert and Chib paper and the wide range of applications and extensions in the literature using this approach.