Bayesian inference in threshold models using Gibbs sampling.docVIP

Bayesian inference in 2 1 2 National Committee for Pig Breeding, Health and Axeltorv 3, Copenhagen V, Denmark; 3 (Received 17 June 1994; accepted 21 December 1994) is presented. Marginalizations are achieved by means of the Gibbs sampler. It is shown that use of data augmentation leads to conditional posterior distributions which are easy to sample from. The conditional posterior distributions of thresholds and liabilities are independent uniforms and independent truncated normals, respectively. The remaining parameters of the model have conditional posterior distributions which are i