Results 11 to 20 of about 425,283 (379)
An ordered probit analysis of transaction stock prices [PDF]
Journal of Financial Economics, 2003 We estimate the conditional distribution of trade-to-trade price changes using ordered probit, a statistical model for discrete random variables. This approach recognizes that transaction price changes occur in discrete increments, typically eighths of a dollar, and occur at irregularly-spaced time intervals.
Jerry A. Hausman +2 more
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Ordered Choice Models: Ordinal Logit and Ordinal Probit [PDF]
Journal of Interdisciplinary Sciences, 2022 Classical ordinal logit and probit models are used in studies where the dependent variable is categorical and ordinal. In order to use these models, the assumption of parallel slopes must be met.
Öznur İşçi Güneri +2 more
doaj +1 more source
Selection-endogenous ordered probit and dynamic ordered probit models [PDF]
, 2009 In this presentation we define two qualitatitive response models: 1) Selection Endogenous Dummy Ordered Probit model (SED-OP); 2) a Selection Endogenous Dummy Dynamic Selection Ordered Probit model (SED- DOP). The SED-OP model is a three-equation model constituted of an endogenous dummy equation, a selection equation, and a main equation which has an ...
Alfonso Miranda, Massimiliano Bratti
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A Binary-Ordered Probit Model of Cigarette Demand
, 2007 This study analyzes the demand for cigarettes fitting observed zero outcomes with a trivariate model consisting of an equation for the starting smoking decision, an equation for the quitting decision, and an equation that models the level of cigarettes consumed.
Panagiotis Kasteridis +5 more
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Modeling migraine severity with autoregressive ordered probit models [PDF]
Statistical Methods & Applications, 2005 This paper considers the problem of modeling migraine severity assessments and their dependence on weather and time characteristics. Since ordinal severity measurements arise from a single patient dependencies among the measurements have to be accounted for. For this the autore- gressive ordinal probit (AOP) model of Müller and Czado (2004) is utilized
Czado, Claudia +2 more
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Pairwise likelihood inference for the multivariate ordered probit model [PDF]
, 2019 This paper provides a closed form expression for the pairwise score vector for the multivariate ordered probit model. This result has several implications in likelihood-based inference. It is indeed used both to speed-up gradient based optimization routines for point estimation, and to provide a building block to compute standard errors and confidence ...
Martina Bravo, Antonio Canale
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Prediction of Road Accident Severity Using the Ordered Probit Model
Transportation Research Procedia, 2014 AbstractThe ordered probit model is used to examine the contribution of several factors to the injury severity faced by motor-vehicle occupants involved in road accidents. The estimated results suggest that motor-vehicle occupants travelling in light-vehicles, at two-way roads, and on dry road surfaces tend to suffer more severe injuries than those who
Rui Garrido +3 more
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Analysis of Work-Zone Crashes Using the Ordered Probit Model with Factor Analysis in Egypt
Journal of Advanced Transportation, 2018 Work-zones, due to their nature, are predisposed to hazardous situations. This is a consequence of conducting construction work within the vicinity of, or near, vehicular traffic.
Kairan Zhang +3 more
doaj +2 more sources