A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression)


Autoria(s): Hajdu, Ottó
Data(s)

2005

Resumo

Considering the so-called "multinomial discrete choice" model the focus of this paper is on the estimation problem of the parameters. Especially, the basic question arises how to carry out the point and interval estimation of the parameters when the model is mixed i.e. includes both individual and choice-specific explanatory variables while a standard MDC computer program is not available for use. The basic idea behind the solution is the use of the Cox-proportional hazards method of survival analysis which is available in any standard statistical package and provided a data structure satisfying certain special requirements it yields the MDC solutions desired. The paper describes the features of the data set to be analysed.

Formato

application/pdf

Identificador

http://unipub.lib.uni-corvinus.hu/606/1/Szigma2005_3-4_1.pdf

Hajdu, Ottó (2005) A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression). Szigma, 36 (3-4). pp. 113-128. ISSN 0039-2128

Publicador

PTE Közgazdaságtudományi Kar

Relação

http://unipub.lib.uni-corvinus.hu/606/

Palavras-Chave #Mathematics, Econometrics
Tipo

Article

PeerReviewed