Search Results - subject:"multinomial logistic regression"

Variable selection for market basket analysis

Dippold, Katrin; Hruschka, Harald - 2010

Persistent link: https://www.econbiz.de/10003978759

Modeling employment dynamics with state dependence and unobserved heterogeneity

Prowse, Victoria - 2010

This paper extends existing work on labor force participation dynamics by distinguishing between full-time and part-time employment and allowing unobserved heterogeneity in the effects of previous employment outcomes, children and education on employment dynamics. The results reveal significant...

Persistent link: https://www.econbiz.de/10003958927

Pseudo Conditional Maximum Likelihood Estimation of the Dynamic Logit Model for Binary Panel Data

Bartolucci, Francesco - 2010

We show how the dynamic logit model for binary panel data may be approximated by a quadratic exponential model. Under the approximating model, simple sufficient statistics exist for the subject-specific parameters introduced to capture the unobserved heterogeneity between subjects. The latter...

Persistent link: https://www.econbiz.de/10012717102

Impacts of weather on destination of recreational trips

Sabir, Muhammad; Ommeren, Jos van; Koetse, Mark; … - 2010

The aim of this study is to investigate the impacts of weather conditions on the destination choice for the leisure trips within the Netherlands. This empirical analysis will be based on two main data sources. First, the transportation survey which is obtained from Statistics Netherlands for...

Persistent link: https://www.econbiz.de/10012168595

Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity

Prowse, Victoria L. - 2010

Persistent link: https://www.econbiz.de/10013144392

A Class of Evolutionary Models for Participation Games with Negative Feedback

Dindo, Pietro; Tuinstra, Jan - 2010

We introduce a framework to analyze the interaction of boundedly rational heterogeneous agents repeatedly playing a participation game with negative feedback. We assume that agents use different behavioral rules prescribing how to play the game conditionally on the outcome of previous rounds. We...

Persistent link: https://www.econbiz.de/10014056184

Model Stability and the Subprime Mortgage Crisis

An, Xudong - 2010

We study the potential model instability problem with respect to mortgage default risk and examine to what extent it helps explain the default shock during the recent crisis. We find that econometric default risk models based on historical data can be unstable over time. Due to temporal shifts...

Persistent link: https://www.econbiz.de/10013138217

Simultaneous Estimation of Multinomial Logistic Regression Models: Factor Analysis of Polytomous Item Response Data with Covariates

Anderson, Carolyn J. - 2009

logistic regression model for responses to items where the ordering of response options is not known a priori and the predictor … or explanatory variable is unobserved (i.e., the latent construct). The latent variable in the multinomial logistic … regression is replaced with an estimate based on responses to all other items. Given a set of items, there is one multinomial …

Persistent link: https://www.econbiz.de/10009477768

Distance, Bank Heterogeneity and Entry in Local Banking Markets

Felici, Roberto; Pagnini, Marcello - 2009

We examine the determinants of entry into Italian local banking markets during the period 1991-2002 and build a simple model in which the probability of branching in a new market depends on the features of both the local market and the potential entrant. Econometric findings show that banks are...

Persistent link: https://www.econbiz.de/10014213034

The Econometric Discrete Dependent Variable Multinomial Logit Model 'An Application on a Local Furniture Market Enterprise'

Giovanis, Eleftherios - 2009

This paper examines the consumers' preferences to the local furniture market in the Province of Serres. We apply a multinomial logit model to investigate the probability of buying a furniture in the following four-monthly period. We analyze also the demographic characteristics and we conclude...

Persistent link: https://www.econbiz.de/10013153162