多项和有序Logit模型中的简单推断

Simple inference in multinomial and ordered logit

Econometric Reviews · 1998
被引 21
人大 A-ABS 3

中文导读

提出了解释多项Logit和有序Logit模型系数的简单方法,总结了关于结果概率对外生变量偏导数的大小、符号和模式的命题,并提供了实证示例。

Abstract

This paper provides some simple methods of interpreting the coefficients in multinomial logit and ordered logit models. These methods are summarized in Propositions concerning the magnitudes, signs, and patterns of partial derivatives of the outcome probabilities with respect to the exogenousvariables. The paper also provides an empirical example illustrating the use of these Propositions.

多项Logit模型有序Logit模型系数解释偏效应