一种新的效用一致的多元计数数据计量经济学方法

A New Utility‐Consistent Econometric Approach to Multivariate Count Data Modeling

Journal of Applied Econometrics · 2014
被引 21
人大 AABS 3

中文导读

提出一个将计数数据模型与事件型多项选择模型结合的框架,使用多项概率单位模型内核,并应用于分析工人离家非工作活动次数,对交通行为研究者有用。

Abstract

Summary In the current paper, we propose a new utility‐consistent modeling framework to explicitly link a count data model with an event‐type multinomial‐choice model. The proposed framework uses a multinomial probit kernel for the event‐type choice model and introduces unobserved heterogeneity in both the count and discrete‐choice components. Additionally, this paper establishes important new results regarding the distribution of the maximum of multivariate normally distributed variables, which form the basis to embed the multinomial probit model within a joint modeling system for multivariate count data. The model is applied to analyzing out‐of‐home non‐work episodes pursued by workers, using data from the National Household Travel Survey. Copyright © 2014 John Wiley & Sons, Ltd.

多元计数数据效用一致多项Probit模型联合建模