多项式概率模型的估计:一种新的校正算法

W. Kamakura
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引用次数: 40

摘要

本研究提出了多项Probit模型的估计使用孟德尔-埃尔斯顿的逼近累积多元正态的选择概率的计算。该数值近似计算概率的准确性与现有校准程序中使用的其他程序进行了比较。最后,在仿真选择数据上对所提出的估计方法进行了验证。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Estimation of Multinomial Probit Models: A New Calibration Algorithm
This study proposes the estimation of Multinomial Probit models using Mendell-Elston's approximation to the cumulative multivariate normal for the computation of choice probabilities. The accuracy of this numerical approximation in computing probabilities is compared with other procedures used in existing calibration programs. Finally, the proposed estimation procedure is tested on simulated choice data.
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