Department for Applied Statistics Johannes Kepler University Linz IFAS Research Paper Series 2010-48 Data Augmentation and MCMC for Binary and Multinomial Logit Models Sylvia Fr¨ uhwirth-Schnatter and Rudolf Fr¨ uhwirth a January 2010 a Institut f¨ ur Hochenergiephysik der ¨ Osterreichischen Akademie der Wissenschaften, Wien, Austria