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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: https://files.econ.cam.ac.uk/repec/cam/pdf/wp9912.pdf
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    Citations

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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. 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.
    4. 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, University Library of Munich, Germany, revised 21 Sep 2005.
    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;
    All these keywords.

    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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