This paper provides a unified simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods, and maximum likelihood estimates are obtained by a Monte Carlo version of...

In the past fifteen years computational statistics has been enriched by a powerful, somewhat abstract method of generating variates from a target probability distribution that is based on Markov chains whose stationary distribution is the probability distribution of interest. This class of...