ESTIMATION OF MULTINOMIAL PROBIT MODEL WITH STRUCTURED COVARIANCE USING SIMULATION METHOD
نویسندگان
چکیده
منابع مشابه
Approximation and Simulation of the Multinomial Probit Model: An Analysis of Covariance Matrix Estimation
The multinomial probit (MNP) model is a primary application for combining simulation with estimation. Indeed, McFadden (1989) featured the MNP model in his seminal paper. As random utility model, the MNP model offers a highly desirable flexibility in substitution among alternatives that its chief rival, the multinomial logit model, fails to possess. The unrestricted character of the variance ma...
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ژورنال
عنوان ژورنال: Doboku Gakkai Ronbunshu
سال: 1998
ISSN: 0289-7806,1882-7187
DOI: 10.2208/jscej.1998.604_11