具有多重膨胀过程的类别膨胀建模:估计、设定与检验

Modelling Category Inflation with Multiple Inflation Processes: Estimation, Specification and Testing1

Oxford Bulletin of Economics and Statistics · 2020
被引 4
人大 AABS 3

中文导读

提出了零膨胀有序概率模型和中膨胀有序概率模型的推广形式,并基于此构建了新的设定检验方法,通过经济学和政治学的应用案例验证了其有效性。

Abstract

Abstract Zero‐inflated ordered probit ( ZIOP ) and middle‐inflated ordered probit ( MIOP ) models are finding increasing favour in the discrete choice literature. We propose generalizations to these models – which collapse to their ZIOP / MIOP counterparts under a set of simple parameter restrictions – with respect to the inflation process. These generalizations form the basis of a new specification test of the inflation process in ZIOP and MIOP models. Support for our generalization framework is principally demonstrated by revisiting a key ZIOP application from the economics literature, and reinforced by the reassessment of an important MIOP application from political science. Our specification test supports the generalized models over the original ZIOP / MIOP ones, suggesting an important role for it in modelling zero‐ and middle‐inflation processes.

零膨胀有序Probit模型中间膨胀有序Probit模型膨胀过程设定检验