混合二元变量与定量变量的响应模型

Response Models for Mixed Binary and Quantitative Variables

Biometrika · 1992
被引 11
ABS 4

中文导读

研究了定性(主要是二元)与定量变量联合分布的特殊表示方法,包括条件高斯模型、潜变量模型等,并探讨了模型选择、独立性检验和参数估计问题。

Abstract

A number of special representations are considered for the joint distribution of qualitative, mostly binary, and quantitative variables. In addition to the conditional Gaussian models and to conditional Gaussian regression chain models some emphasis is placed on models derived from an underlying multivariate normal distribution and on models in which discrete probabilities are specified linearly in terms of unknown parameters. The possibilities for choosing between the models empirically are examined, as well as the testing of independence and conditional independence and the estimation of parameters. Often the testing of independence is exactly or nearly the same for a number of different models.

计量经济学多元统计潜变量模型条件高斯模型