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A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression)

Hajdu, Ottó (2005) A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression). Szigma, 36 (3-4). pp. 113-128.

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Abstract

Considering the so-called "multinomial discrete choice" model the focus of this paper is on the estimation problem of the parameters. Especially, the basic question arises how to carry out the point and interval estimation of the parameters when the model is mixed i.e. includes both individual and choice-specific explanatory variables while a standard MDC computer program is not available for use. The basic idea behind the solution is the use of the Cox-proportional hazards method of survival analysis which is available in any standard statistical package and provided a data structure satisfying certain special requirements it yields the MDC solutions desired. The paper describes the features of the data set to be analysed.

Item Type:Article
Subjects:Mathematics, Econometrics
ID Code:606
Deposited By: Ádám Hoffmann
Deposited On:18 Apr 2012 14:02
Last Modified:03 Jul 2012 01:27

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