William H. Greene
David A. Hensher
Cambridge University Press，2010
383pp
部分目录：
1 Introduction: random utility and ordered choice models 1
2 Modeling binary choices 9
2.1 Random utility formulation of a model for binary choice 10
2.2 Probability models for binary choices 11
2.3 Estimation and inference 16
2.4 Covariance matrix estimation 26
2.5 Application of the binary choice model to health satisfaction 28
2.6 Partial effects in a binary choice model 30
2.7 Hypothesis testing 39
2.8 Goodness of fit measures 44
2.9 Heteroscedasticity 54
2.10 Panel data 57
2.11 Parameter heterogeneity 75
2.12 Endogeneity of a right-hand-side variable 80
2.13 Bivariate binary choice models 83
2.14 The multivariate probit and panel probit models 93
2.15 Endogenous sampling and case control studies 96
3 A model for ordered choices 99
3.1 A latent regression model for a continuous measure 99
3.2 Ordered choice as an outcome of utility maximization 103
3.3 An observed discrete outcome 105
3.4 Probabilities and the log likelihood 108