Linear Probability, Logit, and Probit Models

Linear Probability, Logit, and Probit Models

Author: John H. Aldrich

Publisher: SAGE

Published: 1984-11

Total Pages: 100

ISBN-13: 9780803921337

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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.


Interpreting Probability Models

Interpreting Probability Models

Author: Tim Futing Liao

Publisher: SAGE

Published: 1994-06-30

Total Pages: 100

ISBN-13: 9780803949997

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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. Since much of what social scientists study is measured in noncontinuous ways and, therefore, cannot be analyzed using a classical regression model, it becomes necessary to model the likelihood that an event will occur. This book explores these models first by reviewing each probability model and then by presenting a systematic way for interpreting the results from each.


Logit and Probit

Logit and Probit

Author: Vani K. Borooah

Publisher: SAGE

Published: 2002

Total Pages: 108

ISBN-13: 9780761922421

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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.


Logit Modeling

Logit Modeling

Author: Alfred DeMaris

Publisher: SAGE

Published: 1992-06-06

Total Pages: 100

ISBN-13: 9780803943773

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Logit models : theoretical background. Logit models for multidimensional tables. Logistic regression. Advanced topics in logistic regression. Appendix : Computer routines.


Regression Models for Categorical and Limited Dependent Variables

Regression Models for Categorical and Limited Dependent Variables

Author: J. Scott Long

Publisher: SAGE

Published: 1997-01-09

Total Pages: 334

ISBN-13: 9780803973749

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Evaluates the most useful models for categorical and limited dependent variables (CLDVs), emphasizing the links among models and applying common methods of derivation, interpretation, and testing. The author also explains how models relate to linear regression models whenever possible. Annotation c.


Modeling Ordered Choices

Modeling Ordered Choices

Author: William H. Greene

Publisher: Cambridge University Press

Published: 2010-04-08

Total Pages: 383

ISBN-13: 1139485954

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It is increasingly common for analysts to seek out the opinions of individuals and organizations using attitudinal scales such as degree of satisfaction or importance attached to an issue. Examples include levels of obesity, seriousness of a health condition, attitudes towards service levels, opinions on products, voting intentions, and the degree of clarity of contracts. Ordered choice models provide a relevant methodology for capturing the sources of influence that explain the choice made amongst a set of ordered alternatives. The methods have evolved to a level of sophistication that can allow for heterogeneity in the threshold parameters, in the explanatory variables (through random parameters), and in the decomposition of the residual variance. This book brings together contributions in ordered choice modeling from a number of disciplines, synthesizing developments over the last fifty years, and suggests useful extensions to account for the wide range of sources of influence on choice.


Using R for Principles of Econometrics

Using R for Principles of Econometrics

Author: Constantin Colonescu

Publisher: Lulu.com

Published: 2017-12-28

Total Pages: 278

ISBN-13: 1387473611

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This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.


Discrete Choice Methods with Simulation

Discrete Choice Methods with Simulation

Author: Kenneth Train

Publisher: Cambridge University Press

Published: 2009-07-06

Total Pages: 399

ISBN-13: 0521766559

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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.


Generalized Linear Models

Generalized Linear Models

Author: Jeff Gill

Publisher: SAGE Publications

Published: 2000-08-07

Total Pages: 135

ISBN-13: 1506320244

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The author explains the theoretical underpinnings of generalized linear models so that researchers can decide how to select the best way to adapt their data for this type of analysis. Examples are provided to illustrate the application of GLM to actual data and the author includes his Web address where additional resources can be found.


Logit Models from Economics and Other Fields

Logit Models from Economics and Other Fields

Author: J. S. Cramer

Publisher: Cambridge University Press

Published: 2003-08-21

Total Pages: 188

ISBN-13: 9781139438193

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Logistic models are widely used in economics and other disciplines and are easily available as part of many statistical software packages. This text for graduates, practitioners and researchers in economics, medicine and statistics, which was originally published in 2003, explains the theory underlying logit analysis and gives a thorough explanation of the technique of estimation. The author has provided many empirical applications as illustrations and worked examples. A large data set - drawn from Dutch car ownership statistics - is provided online for readers to practise the techniques they have learned. Several varieties of logit model have been developed independently in various branches of biology, medicine and other disciplines. This book takes its inspiration from logit analysis as it is practised in economics, but it also pays due attention to developments in these other fields.