Pooling Logit Models
研究了当因变量为概率时,如何检验多个响应函数的参数是否相等,提出了一种迭代广义最小二乘法来检验变换Logit响应函数的可合并性。
The typical testing for equality of parameters across several response functions cannot be performed when the dependent variable is a probability. The authors investigate the pooling issues of the response function when the model is specified as a transformational logit. Various estimation methods are compared and an iterative generalized least squares procedure is proposed for testing the poolability of transformational logit response functions.