A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression)
Data(s) |
2005
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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 |