Mixed Logit Model on Multivariate Binary Response using Maximum Likelihood Estimator and Generalized Estimating Equations
نویسندگان
چکیده
منابع مشابه
Maximum Likelihood for Generalized Linear Model and Generalized Estimating Equations
The most frequent methods to analyze statistical data are the regression methods, whereby the maximum likelihood method or that of least squares. On the one hand, in the context of the longitudinal data or repeated measurements, these data are often unbalanced; on the other hand, their law of probability are not normal rending the passage to other models with other methods of estimate possible....
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Contact Author: David E. Giles, Dept. of Economics, University of Victoria, P.O. Box 1700, STN CSC, Victoria, B.C., Canada V8W 2Y2; e-mail: [email protected]; Voice: (250) 721-8540; FAX: (250) 721-6214 Abstract: We examine the finite sample properties of the maximum likelihood estimator for the binary logit model with random covariates. Analytic expressions for the first-order bias and second-orde...
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ژورنال
عنوان ژورنال: Asian Journal of Mathematics & Statistics
سال: 2011
ISSN: 1994-5418
DOI: 10.3923/ajms.2011.113.127