Download or read book Multinomial Probit written by Carlos Daganzo and published by Academic Press. This book was released on 1979-12-28 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multinomial Probit: The Theory and Its Application to Demand Forecasting covers the theoretical and practical aspects of the multinomial probit (MNP) model and its relation to other discrete choice models. This text is divided into five chapters and begins with an overview of the disaggregate demand modeling in the transportation field. The subsequent chapters examine the computational aspects of the maximum-likelihood estimation and the statistical aspects of MNP model calibration. These chapters specifically describe the properties of the log-likelihood function and the statistical properties of MNP estimators. These topics are followed by a discussion of the mechanical aspects of the MNP model. The closing chapter examines the errors in the estimation of the true parameter value due to lack of data and how these errors propagate to the final prediction. This book will prove useful to econometricians, engineers, and applied mathematicians.
Download or read book Multinomial Probit written by Carlos Daganzo and published by Elsevier. This book was released on 2014-06-28 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multinomial Probit
Download or read book Logit and Probit written by Vani K. Borooah and published by SAGE. This book was released on 2002 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many problems in the social sciences are amenable to analysis using the analytical tools of logit and probit models. This book explains what ordered and multinomial models are and also shows how to apply them to analysing issues in the social sciences.
Download or read book Logit and Probit written by Vani K. Borooah and published by SAGE. This book was released on 2002 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many problems in the social sciences are amenable to analysis using the analytical tools of logit and probit models. This book explains what ordered and multinomial models are and also shows how to apply them to analysing issues in the social sciences.
Download or read book On the Estimation of the Multinomial Probit Model written by Yosef Sheffi and published by . This book was released on 1980* with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Linear Probability Logit and Probit Models written by John H. Aldrich and published by SAGE. This book was released on 1984-11 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: After showing why ordinary regression analysis is not appropriate for investigating dichotomous or otherwise 'limited' dependent variables, this volume examines three techniques which are well suited for such data. It reviews the linear probability model and discusses alternative specifications of non-linear models.
Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Download or read book Maximum Likelihood for the Multinomial Probit Model written by Nicholas M. Kiefer and published by . This book was released on 1995 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Interpreting Probability Models written by Tim Futing Liao and published by . This book was released on 1994 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt: What is the probability that something will occur, and how is that probability altered by a change in an independent variable? To answer these questions, Tim Futing Liao introduces a systematic way of interpreting commonly used probability models.
Download or read book An Efficient Approach to Estimate and Predict with Multinomial Probit Models written by Carlos Daganzo and published by . This book was released on 1977 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multinomial Probit Model Estimation written by and published by . This book was released on 1991 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: The multinomial probit (MNP) model offers a rather general and flexible framework for the analysis of discrete choices obtained from panel data and the specification of models with general error structures. However, this flexibility of specification has come at a relatively high price in terms of difficulty of computing maximum likelihood estimates ofthe model parameters and evaluating the associated choice function. This paper presents a new procedure for the estimation of MNP models, motivated primarily by the advances that have taken place in terms of computing environments and capabilities. the procedure derives its efficiency from execution in a parallel computing environment (CRAY YMP/8) and its accuracy from the use of better (but otherwise more computationally intensive) mathematical procedures. The paper also discusses and compares alternative nonlinear optimization procedures to search for the parameter values that maximize the likelihood function, in connection with Monte Carlo evaluation of the likelihood of each observation. The results are also compared to those obtained using the Clark approximation to evaluate the choice probabilities.
Download or read book Discrete Choice Methods with Simulation written by Kenneth Train and published by Cambridge University Press. This book was released on 2009-07-06 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
Download or read book The Multinomial Probit Model Revisited written by Melvyn Weekes and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Alternative Computational Approaches to Inference in the Multinominal Probit Model written by John Geweke and published by . This book was released on 1994 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book An Exact Likelihood Analysis of the Multinomial Probit Model written by Robert E. McCulloch and published by . This book was released on 1991 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Estimability in the Multinomial Probit Model written by David S. Bunch and published by . This book was released on 1989 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multinomial Probit Model Estimation Revisited written by and published by . This book was released on 1989 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
