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A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model

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  • Daisuke Nagakura

    (University of Washington)

Abstract

In this note, I show that the ordered and sequential probit models are special cases of the multinomial probit model where the disturbance terms in the latent variables degenerate or those variances converge to zero at a certain rate.

Suggested Citation

  • Daisuke Nagakura, 2004. "A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model," Economics Bulletin, AccessEcon, vol. 3(40), pages 1-7.
    • Handle: RePEc:ebl:ecbull:eb-04c40007
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    File URL: http://www.accessecon.com/pubs/EB/2004/Volume3/EB-04C40007A.pdf
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    Cited by:

    1. Gebrenegus Ghilagaber & Paraskevi Peristera, 2014. "Sequential probit modelling of family and community effects on educational progress among children to Polish and Turkish immigrants in Sweden," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(6), pages 3243-3252, November.

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