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The Statistical Relationship between Bivariate and Multinomial Choice Models

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Abstract

The authors demonstrate the conditions under which the bivariate probit model can be considered a special case of the more general multinomial probit model. Since the attendant parameter restrictions produce a singular covariance matrix, the subsequent problems of testing on the boundary of the parameter space are circumvented by the construction of a score test.

Suggested Citation

  • Weeks, M. & Orne, C., 1999. "The Statistical Relationship between Bivariate and Multinomial Choice Models," Cambridge Working Papers in Economics 9912, Faculty of Economics, University of Cambridge.
  • Handle: RePEc:cam:camdae:9912
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    File URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/wp9912.pdf
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    Cited by:

    1. Massimiliano Bratti, 2003. "Labour force participation and marital fertility of Italian women: The role of education," Journal of Population Economics, Springer;European Society for Population Economics, vol. 16(3), pages 525-554, August.
    2. Del Boca, Daniela & Sauer, Robert M., 2009. "Life cycle employment and fertility across institutional environments," European Economic Review, Elsevier, vol. 53(3), pages 274-292, April.
    3. Bernhard Ganglmair, 2005. "Intrinsic Competition and the Labor-Schooling Trade-off in Uganda Competition in Child Labor and Schooling Decision Making in Uganda. Evidence from a Bivariate Probit Model," Labor and Demography 0504002, EconWPA, revised 21 Sep 2005.
    4. Anna Sibilla Francesca DE PAOLI, 2010. "The effect of schooling on fertility, labor market participation and children’s outcomes, evidence from Ecuador," Departmental Working Papers 2010-30, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    5. Wuyang Hu & Wiktor L. Adamowicz & Michele M. Veeman, 2009. "Consumers' Preferences for GM Food and Voluntary Information Access: A Simultaneous Choice Analysis," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 57(2), pages 241-267, June.
    6. Di Tommaso, M.L. & Weeks, M., 2000. "Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility," Cambridge Working Papers in Economics 0009, Faculty of Economics, University of Cambridge.

    More about this item

    Keywords

    Discrete choice; Bivariate probit; Multinomial probit; Nested choice models;

    JEL classification:

    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

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