Warianty tytułu
The Multinominal Logit Model for Macrodata
Języki publikacji
Abstrakty
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
Twórcy
autor
- Szkoła Główna Handlowa w Warszawie
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000129425442