SPECIFICATION ANALYSIS FOR QUANTAL CHOICE MODELS.

被引：5
|
作者：
Tardiff, Timothy J.
机构：
来源：
Transportation Science | 1979年 / 13卷 / 03期
关键词：
Compendex;
D O I：
10.1287/trsc.13.3.179
中图分类号：
学科分类号：
摘要：
This paper examines problems involved in the specification of the correct set of independent variables in choice models. The analytical approach is similar to H. Theil's use of auxiliary regressions in the case of standard linear models. Particular attention is given to the multinomial probit model. The differences among the alternative estimators and the general effects of underspecification are examined empirically with simulated data.
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页码：179 / 190
页数：11
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