Results 251 to 260 of about 9,886 (298)

A test of the normality assumption in ordered probit model

open access: yesEconometric Reviews, 1997
This paper presents a Lagrange multiplier test of the normality assumption underlying the ordered probit model. The test is presented both for the standard ordered probit model and a version in which censoring is present in the dependent variable. The test is then compared to normality tests proposed here compares favorably to tests based on artificial
P. Glewwe
exaly   +3 more sources

Selection-endogenous ordered probit and dynamic ordered probit models [PDF]

open access: yes, 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
openaire   +1 more source

Modelling tobacco consumption with a zero-inflated ordered probit model [PDF]

open access: yes, 2004
Data for discrete ordered random variables are often characterised by “excessive” zero observations. Traditional ordered probit models have limited capacity in explaining the preponderance of zero observations, especially when the zeros may relate to two distinct situations of non-participation and infrequent participation (or consumption), for example.
Mark N. Harris, Xueyan Zhao
core   +4 more sources

A Graphical Exposition of the Ordered Probit

Econometric Theory, 1992
The use of probit and logit models has become quite common whenever the dependent variable in a regression is qualitative. These models have been used to explain either/or choices and decisions involving multiple alternatives. A two-dimensional graphical interpretation of these different models has been provided by Johnson [3].
William E. Becker, Peter E. Kennedy
openaire   +1 more source

A generalized ordered Probit model

Communications in Statistics - Theory and Methods, 2019
The ordered probit and logit models, based on the normal and logistic distributions, can yield biased and inconsistent estimators when the distributions are misspecified.
Carla Johnston   +2 more
openaire   +1 more source

Analyzing Ordered Responses: A Review of the Ordered Probit Model

Understanding Statistics, 2002
The ordered probit model serves as an appropriate framework for statistical analysis whenever survey responses are ordinal as distinct from numerical. In this article we provide motivation for using the model, outline the underlying theory, illustrate the use of the model with a practical example on physiotherapists' beliefs regarding pain, and explain
Daykin, Anne R., Moffatt, Peter G.
openaire   +2 more sources

Efficient Estimation of Ordered Probit Models

Journal of the American Statistical Association, 1996
Abstract This article discusses a model in which both the dependent variable and the explanatory variables are ordinal and have an arbitrary number of categories. Assuming joint normality of the underlying continuous latent variables, we compare estimation based on the joint distribution to estimation based on the conditional distribution.
Gerd Ronning, Martin Kukuk
openaire   +1 more source

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