Linear Probability, Logit, and Probit Models

Name: Linear Probability, Logit, and Probit Models
Price: 5.5 USD
Availability: InStock
ISBN: 9780803921337

ISBN-10: 0803921330

ISBN-13: 9780803921337

Edition: 1995

Authors: John Aldrich, Forrest D. Nelson, E. Scott Adler

List price: $42.00

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Description:

After showing why ordinary regression analysis is not appropriate in investigating dichotomous or otherwise "limited" dependent variables, this volume examines three techniques-linear probability, probit, and logit models-well-suited for such data. It reviews the linear probability model and discusses alternative specifications of nonlinear models.

Book details

List price: $42.00
Copyright year: 1995
Publisher: SAGE Publications, Incorporated
Publication date: 11/1/1984
Binding: Paperback
Pages: 96
Size: 5.20" wide x 8.30" long x 0.30" tall
Weight: 0.286
Language: English

Jean-Michel Bismut is professor of mathematics at the Universitï¿½ Paris-Sud, Orsay.

Expertise * Prediction Markets * Qualitative and Limited Dependent Variable



The Linear Probability Model


Specification of Nonlinear Probability Models


Estimation of Probit and Logit Models for Dichotomous Dependent Variables


Minimum Chi-Square Estimation and Polytomous Models Summary and Extensions