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Ordered Logit Analysis for Selectively Sampled Data

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Author Info
Franses, Ph.H.
Fok, D.
Cramer, M.

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Abstract

When customers are classified into ordered categories, which are defined from the outset, it may happen that the majority belongs to a single category. If a market researcher is interested in the correlation between the classification and individual characteristics, the natural question is whether one needs to collect data for all customers in that particular category. We address this question for the ordered logit model. We show that there is no need to consider all those customers. All that is required is a simple modification of the log-likelihood, which is based on Bayes' rule. We illustrate our proposed method on simulated data and on data concerning risk profiles of customers of an investment bank.

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Publisher Info
Paper provided by Erasmus University of Rotterdam - Econometric Institute in its series Papers with number 9933/a.

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Length: 15 pages
Date of creation: 1999
Date of revision:
Handle: RePEc:fth:erroem:9933/a

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Related research
Keywords: LOGIT MODELS ; SAMPLING;

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Find related papers by JEL classification:
C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models

References listed on IDEAS
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  1. Franses, Ph.H.B.F. & Slagter, E. & Cramer, J.S., 1999. "Censored regression analysis in large samples with many zero observations," Econometric Institute Report EI 9939-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Fidrmuc, J.P. & Roosenboom, P.G.J. & Dijk, D.J.C. van, 2007. "When Do Managers Seek Private Equity Backing in Public-to-Private Transactions?," Research Paper ERS-2007-028-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
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