2004, 1999, English, Article, Working paper edition: The Statistical Relationship between Bivariate and Multinomial Choice Models Weeks, Melvyn; Orne, Chris

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Bookmark: http://trove.nla.gov.au/version/990
Physical Description
  • 202573 bytes, application/​pdf
  • Working Paper
Published
  • 2004-06-16T16:05:53Z
  • 1999-06
Language
  • English

Edition details

Title
  • The Statistical Relationship between Bivariate and Multinomial Choice Models
Author
  • Weeks, Melvyn
  • Orne, Chris
Published
  • 2004-06-16T16:05:53Z
  • 1999-06
Physical Description
  • 202573 bytes, application/​pdf
  • Working Paper
Subjects
Notes
  • The authors demonstrate the conditions under which the bivariate probit model can be considered a special case of the more general multinomial probit model. Since the attendant parameter restrictions produce a singular covariance matrix, the subsequent problems of testing on the boundary of the parameter space are circumvented by the construction of a score test.
Language
  • English
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