论文信息 - PARAMETER ESTIMABILITY IN THE MULTINOMIAL PROBIT MODEL

PARAMETER ESTIMABILITY IN THE MULTINOMIAL PROBIT MODEL

A particular parameter estimability problem in the multinomial probit model is considered. Making use of a model discussed in the literature, some problems with the usual method of specification are discussed. Some general comments are made on the problem of selecting a normalisation when using the multinomial probit model.

B. R. Dansie

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