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1996 | 43 | z. 1-2 | 97--120
Tytuł artykułu

Wielomianowy model logitowy dla makrodanych

Warianty tytułu
The Multinominal Logit Model for Macrodata
Języki publikacji
PL
Abstrakty
EN
The article discusses methods of estimating models of qualitative variables in cases of the availability of macrodata i.e. data for groups of observation units. The author particularly mentions the multinomial logic model which describes qualitative variables for more than two categories. He demonstrates that the suitable method for estimations of unordered categories is the minimum chi-square method (modified), introduced by Amemiya and Nold and generalized by Parks. Attention is drawn to an additional condition which must be met in order to ensure the correctness of estimations when dealing with the modified minimum chi-square method. The presented numerical example did not reveal the practical superiority of any of the possible variants of both methods: for single-equation estimation and for system estimation. (original abstract)
Słowa kluczowe
Rocznik
Tom
43
Numer
Strony
97--120
Opis fizyczny
Twórcy
  • Szkoła Główna Handlowa w Warszawie
Bibliografia
  • [1] Amemiya T., Qualitative Response Models: A Survey, Journal of Economic Literature, 1981.
  • [2] Amemiya T., Advanced Econometrics, Basil Blackwell, 1985.
  • [3] Amemiya T., Nold F., A modified Logit Model, Review of Economics and Statistics 1975.
  • [4] Berkson J., A Statistically Precise and Relatively Simple Method of Estimating the Bio-Assay with Quantal Response, Based on Logistic Function, Journal of the American Statistical Association 1953.
  • [5] Cox D.R., Analysis of Binary Data, Methuen 1970
  • [6] Chow G.C., Ekonometria. PWN, Warszawa 1995.
  • [7] Domenach T.A., McFadden D., Urban Travel Demand, North-Holland 1975.
  • [8] Fisz M., Rachunek prawdopodobieństwa i statystyka matematyczna. PWN, 1969.
  • [9] Góra M., Lehmann H., How Divergent is Regional Labour Market Adjustment in Poland?, Ifo Discussion Papers, Ifo Institut für Wirtschaftsforschung, München 1995.
  • [10] Greene W.H., Econometric Analysis, Macmillan 1990.
  • [11] Gruszczyński M., Modele wyboru binarnego do analizy danych dychotomicznych, Wiadomości Statystyczne, 1989.
  • [12] Jajuga K., Modele z dyskretną zmienną objaśnianą, rozdział 8 w: Estymacja modeli ekonometrycznych, PWE, 1990.
  • [13] Judge G.G., Griffths W.E., Carter Hill R., Ltkepohl H., Lee T.C., The Theory and Practice of Econometrics (2nd ed.), Wiley, 1985.
  • [14] LeClere M., The Interpretation of Coefficients in Models with Qualitative Dependent Variables, Decision Sciences, 1992.
  • [15] Maddala G.S., Limited Dependent and Qualitative Variables in Econometrics, Cambridge University Press, 1983.
  • [16] Marschak J., Binary Choice Constraints on Random Utility Indicators, w: Stanford Symposium on Mathematical Methods in the Social Sciences, K. Arrow (red.), Stanford University Press, 1960.
  • [17] McFadden D., Modelling the Choice of Residential Location, w: Spatial Interaction Theory and Planning Models, A. Karlqvist i in. (red.), North-Holland 1978.
  • [18] McFadden D., Conditional Logit Analysis of Qualitative Choice Behavior, w: Frontiers in Econometrics, P. Zarembka (red.), Academic Press, 1974. [19] McFadden D., Econometric Models of Probabilistic Choice, w: Structural Analysis of Discrete Data: With Econometric Applications, C. Manski i D. McFadden (red.), MIT Press, 1981.
  • [20] McFadden D., Qualitative Response Models, rozdz. 1 w: Advances in Econometrics, Invited Papers for the Fourth World Congress of the Econometric Society at Aix-en-Provence. September 1980. W. Hildebrand (red.), Cambridge University Press, 1982.
  • [21] Parks R.W., On the Estimation of Multinomial Logit Models from Relative Frequency Data, Journal of Econometrics, 1980.
  • [22] Steiner V., Kwiatkowski E., The Polish Labour Market in Transition, Discussion Paper No. 95-03, Zentrum fr Europäische Wirtschaftsforschung GmbH, Mannheim, 1995.
  • [23] Theil H., A Multinomial Extension of the Linear Logit Model, International Economic Review, 1969.
  • [24] Theü H., Zasady Ekonometrii, PWN, Warszawa 1979.
  • [25] Zellner A., Lee T.H., Joint Estimation of Relationships Involving Discrete Random Variables, Econometrica 1965.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000129425442

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