Skewed probit regression -- Identifiability, contraction and reformulation
Janet van Niekerk,
Haavard Rue
Abstract:Skewed probit regression is but one example of a statistical model that generalizes a simpler model, like probit regression. All skew-symmetric distributions and link functions arise from symmetric distributions by incorporating a skewness parameter through some skewing mechanism. In this work we address some fundamental issues in skewed probit regression, and more genreally skew-symmetric distributions or skew-symmetric link functions.We address the issue of identifiability of the skewed probit model paramete… Show more
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