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probit model

См. также в других словарях:

  • Probit model — In statistics, a probit model is a popular specification of a generalized linear model, using the probit link function. A probit regression is the application of this model to a given dataset. Probit models were introduced by Chester Ittner Bliss …   Wikipedia

  • Probit — In probability theory and statistics, the probit function is the inverse cumulative distribution function (CDF), or quantile function associated with the standard normal distribution. It has applications in exploratory statistical graphics and… …   Wikipedia

  • Generalized linear model — In statistics, the generalized linear model (GLM) is a flexible generalization of ordinary least squares regression. It relates the random distribution of the measured variable of the experiment (the distribution function ) to the systematic (non …   Wikipedia

  • Multivariate probit — In statistics and econometrics, the multivariate probit model is a generalization of the probit model used to estimate several correlated binary outcomes jointly. For example, if it is believed that the decisions of sending at least one child to… …   Wikipedia

  • Multinomial probit — In econometrics and statistics, the multinomial probit model, a popular alternative to the multinomial logit model, is a generalization of the probit model that allows more than two discrete, unordered outcomes. It is not to be confused with the… …   Wikipedia

  • Linear probability model — The linear probability specification of a binary regression model assumes that, for binary outcome Y and regressor vector X ,: Pr(Y=1 | X=x) = x eta. A drawback of this model is that, unless restrictions are placed on eta , the estimated… …   Wikipedia

  • Ordered probit — In statistics, ordered probit is a generalization of the popular probit analysis to the case of more than two outcomes of an ordinal dependent variable. Similarly, the popular logit method also has a counterpart ordered logit. Example: In the… …   Wikipedia

  • Econometric model — Econometric models, are specifications of regression techniques, such as ordinary least squares, probits, logits, tobits, and linear probability models. These are used by economists to analyze correlational relationships, usually with the hope of …   Wikipedia

  • Choice model simulation — Although the concept choice models is widely understood and practiced these days, it is often difficult to acquire hands on knowledge in simulating choice models. While many stat packages provide useful tools to simulate, researchers attempting… …   Wikipedia

  • Discrete choice — In economics, discrete choice problems involve choices between two or more discrete alternatives, such as entering or not entering the labor market, or choosing between modes of transport. Such choices contrast with standard consumption models in …   Wikipedia

  • Predictive analytics — encompasses a variety of techniques from statistics and data mining that analyze current and historical data to make predictions about future events. Such predictions rarely take the form of absolute statements, and are more likely to be… …   Wikipedia

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