A very brief survey of regression for categorical data. Categorical outcome (or discrete outcome or qualitative response) regression models are models for a discrete dependent variable recording in which of two or more categories an outcome of interest lies. For binary data (two categories) probit and logit models or semiparametric methods are used. For multinomial data (more than two categories) that are unordered, common models are multinomial and conditional logit, nested logit, multinomial probit, and random parameters logit. The last two models are estimated using simulation or Bayesian methods. For ordered data, standard multinomial models are ordered logit and probit, or count models are used if ordered discrete data are actually a count.
|Date of creation:||02 Mar 2006|
|Contact details of provider:|| Postal: One Shields Ave., Davis, CA 95616-8578|
Phone: (530) 752-0741
Fax: (530) 752-9382
Web page: http://www.econ.ucdavis.edu
More information through EDIRC
References listed on IDEAS
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.:
- Pagan,Adrian & Ullah,Aman, 1999.
Cambridge University Press, number 9780521355643, January.
- Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521586115, January.
- Cameron,A. Colin & Trivedi,Pravin K., 2005. "Microeconometrics," Cambridge Books, Cambridge University Press, number 9780521848053, January.
- Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December.
- Manski, Charles F., 1975. "Maximum score estimation of the stochastic utility model of choice," Journal of Econometrics, Elsevier, vol. 3(3), pages 205-228, August. Full references (including those not matched with items on IDEAS)
When requesting a correction, please mention this item's handle: RePEc:cda:wpaper:06-12. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Scott Dyer)
If references are entirely missing, you can add them using this form.