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2005-09-17

哪位老师解释一下多元probit模型的应用范围?

十分感谢呀

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2005-9-17 14:01:00
大家帮帮忙吧
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2005-9-17 22:42:00
Multinomial Probit: The Theory and Its Application to Demand Forecasting
Product Details
  • Hardcover: 222 pages
  • Publisher: Academic Press (December, 1979)
  • Language: English
  • ISBN: 0122011503
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2005-9-17 22:44:00

From the references below, you cauld find out the application of MNP.

References

1
Simon P. Anderson, Andé de Palma, and Jacques-François Thisse. Discrete Choice Theory of Product Differentiation. MIT Press, Cambridge, Ma, 1992.
2
M. E. Ben-Akiva. Structure of passenger travel demand models. PhD thesis, Department of Civil Engineering, MIT, Cambridge, Ma, 1973.

3
M. E. Ben-Akiva and S. R. Lerman. Discrete Choice Analysis: Theory and Application to Travel Demand. MIT Press, Cambridge, Ma., 1985.

4
Moshe Ben-Akiva and B. François. homogeneous generalized extreme value model. Working paper, Department of Civil Engineering, MIT, Cambridge, Ma, 1983.

5
M. Bierlaire. A robust algorithm for the simultaneous estimation of hierarchical logit models. GRT Report 95/3, Department of Mathematics, FUNDP, 1995.

6
M. Bierlaire, T. Lotan, and Ph. L. Toint. On the overspecification of multinomial and nested logit models due to alternative specific constants. Transportation Science, 1997. (forthcoming).

7
M. Bierlaire and Y. Vandevyvere. HieLoW: the interactive user's guide. Transportation Research Group - FUNDP, Namur, 1995.

8
Denis Bolduc, Bernard Fortin, and Marc-Andre Fournier. The effect of incentive policies on the practice location of doctors: A multinomial probit analysis. Journal of labor economics, 14(4):703, 1996.

9
M. A. Bradley and A.J. Daly. Estimation of logit choice models using mixed stated preferences and revealed preferences information. In Methods for understanding travel behaviour in the 1990's, pages 116-133, Québec, mai 1991. International Association for Travel Behaviour. 6th international conference on travel behaviour.

10
Ennio Cascetta. A modified logit route choice model overcoming path overlapping problems. Specification and some calibration results for interurban networks. In Proceedings of the 13th International Symposium on the Theory of Road Traffic Flow (Lyon, France), 1996.

11
C. F. Daganzo. Multinomial Probit: The theory and its application to demand forecasting. Academic Press, New York, 1979.

12
A. Daly. Estimating ``tree'' logit models. Transportation Research B, 21(4):251-268, 1987.

13
D. A. Hensher and L. W. Johnson. Applied discrete choice modelling. Croom Helm, London, 1981.

14
J. L. Horowitz, F. S. Koppelman, and S. R. Lerman. A self-instructing course in disaggregate mode choice modeling. Technology Sharing Program, US Department of Transportation, Washington, D.C. 20590, 1986.

15
F. S. Koppelman and Chieh-Hua Wen. The paired combinatorial logit model: properties, estimation and application. Transportation Research Board, 76th Annual Meeting, Washington DC, January 1997. Paper #970953.

16
R. Luce. Individual choice behavior: a theoretical analysis. J. Wiley and Sons, New York, 1959.

17
R. D. Luce and P. Suppes. Preference, utility and subjective probabiblity. In R. D. Luce, R. R. Bush, and E. Galanter, editors, Handbook of Mathematical Psychology, New York, 1965. J. Wiley and Sons.

18
C. Manski. The structure of random utility models. Theory and Decision, 8:229-254, 1977.

19
Andrey Andreyevich Markov. Calculation of probabilities. Tip. Imperatorskoi Akademii Nauk, Sint Petersburg, 1900. (in Russian).

20
D. McFadden. Modelling the choice of residential location. In A. Karlquist et al., editor, Spatial interaction theory and residential location, pages 75-96, Amsterdam, 1978. North-Holland.

21
J. Swait. Probabilistic choice set formation in transportation demand models. PhD thesis, Department of Civil and Environmental Engineering, Massachussetts Institute of Technology, Cambridge, Ma, 1984.

22
A. Tversky. Elimination by aspects: a theory of choice. Psychological Review, 79:281-299, 1972.

23
Peter Vovsha. Cross-nested logit model: an application to mode choice in the Tel-Aviv metropolitan area. Transportation Research Board, 76th Annual Meeting, Washington DC, January 1997. Paper #970387.

24
D.K. Whynes, G. Reedand, and P. Newbold. General practitioners' choice of referral destination: A probit analysis. Managerial and Decision Economics, 17(6):587, 1996.

25
T. Yai, S. Iwakura, and S. Morichi. Multinomial probit with structured covariance for route choice behavior. Transportation Research B, 31(3):195-208, June 1997.
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2005-9-19 18:41:00
十分感谢,是不是咱们国内这方面的资料不多呀!?我就没查到过,只找到个二元的还不详细
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2005-10-7 23:32:00
我只知道二元选择模型中可以用probit模型,在古扎拉蒂计量经济学的下册有一些介绍,去看看吧
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