cuiyx
Probit模型和Logistic模型都是离散选择模型,在应用中有应该如何根据不同的情况去判别应当使用哪一种模型呢?
rtist
try both, and several more choices;
choose the one with better residual behavior.
What do you mean by "离散选择模型"??
cuiyx
Thank you for your answer.
离散选择模型是说被解释变量是用离散数据表示的,可以有binary choice model 和multiple choice model 两种形式。不知我说的对否。请继续指教!
abel
Probit和Logistic也许可以认为是变换不同吧,看看各自的公式,估计能强化理解。
除了二元、多元定类的离散模型外,还有定序的离散模型,ordinal choice
rtist
I didn't get anything more than binomial/multinomial distribution from this name....