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Comparison of performance measures for multivariate discrete models

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Author Info
Nina Meinel ()
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File URL: http://hdl.handle.net/10.1007/s10182-008-0078-x
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Publisher Info
Article provided by Springer in its journal AStA Advances in Statistical Analysis.

Volume (Year): 93 (2009)
Issue (Month): 2 (June)
Pages: 159-174
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Handle: RePEc:spr:alstar:v:93:y:2009:i:2:p:159-174

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Related research
Keywords: Discrete copula model; Multivariate probit model; Goodness of fit measures; Simulation;

References listed on IDEAS
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  1. Veall, Michael R. & Zimmermann, Klaus F., 1992. "Performance measures from prediction- realization tables," Economics Letters, Elsevier, vol. 39(2), pages 129-134, June. [Downloadable!] (restricted)
  2. Estrella, Arturo, 1998. "A New Measure of Fit for Equations with Dichotomous Dependent Variables," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 198-205, April.
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This page was last updated on 2009-12-22.

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