Stata Tip 115: How to properly Estimate the Multinomial Probit Model with Heteroskedastic Errors
نویسندگان
چکیده
منابع مشابه
Estimability in the Multinomial Probit Model
Random utility models often involve terms which represent alternative-specific errors, and the main attractive feature of the multinomial probit (MNP) model is that it allows a rather general covariance structure for these errors. However, since observed choices only reveal information regarding utility differences, and since scale cannot be determined, not all parameters in an arbitr~iry MNP s...
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ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2013
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x1301300215