有序Probit模型的图形化阐释

A Graphical Exposition of the Ordered Probit

Econometric Theory · 1992
被引 98 · 同刊同年前 10%
人大 A-ABS 4

中文导读

用三维图形直观展示有序Probit模型,帮助理解当因变量为定性变量时,该模型如何解释多选项决策,适合计量经济学学习者和研究者快速把握模型原理。

Abstract

The use of probit and logit models has become quite common whenever the dependent variable in a regression is qualitative. These models have been used to explain either/or choices and decisions involving multiple alternatives. A two-dimensional graphical interpretation of these different models has been provided by Johnson [3]. The purpose of this paper is to provide a three-dimensional graphical exposition of the ordered probit model, which was first estimated by McKelvey and Zavoina [4] and is now built into computer packages, such as LIMDEP [1].

有序Probit模型三维图形展示定性因变量多项选择模型