Fitting Heterogeneous Choice Models with Oglm
نویسندگان
چکیده
منابع مشابه
Estimating heterogeneous choice models with oglm
When a binary or ordinal regression model incorrectly assumes that error variances are the same for all cases, the standard errors are wrong and (unlike OLS regression) the parameter estimates are biased. Heterogeneous choice (also known as location-scale or heteroskedastic ordered) models explicitly specify the determinants of heteroskedasticity in an attempt to correct for it. Such models are...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2010
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x1101000402