相关Probit回归模型中的似然推断

Likelihood Inference in a Correlated Probit Regression Model

Biometrika · 1984
被引 9
ABS 4

中文导读

该文用多元Probit回归模型处理等相关二元观测数据,将对数似然导数简化为等相关多元正态概率的线性组合,并用Mendell-Elston方法近似,最后用过度离散数据集演示模型应用。

Abstract

Equicorrelated binary observations are modelled using a multivariate probit regression model. Log likelihood derivatives are reduced to simple linear combinations of equicorrelated multivariate normal probabilities, which are approximated using the method of Mendell & Elston (1974). A data set with overdispersion illustrates the use of this model.

计量经济学统计学回归分析Probit模型