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Everything about Multinomial probit
In statistics and econometrics, the multinomial probit model is a generalization of the probit model used when there are several possible categories that the dependent variable can fall into. As such, it is an alternative to the multinomial logit model as one method of multiclass classification. It is not to be confused with the multivariate probit model, which is used to model correlated binary outcomes for more than one independent variable. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Multinomial probitA 5-minute orientation
- Skim a recent paper: Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New ResultsInfluential work since 2022
- Pick up a classic book: Bayesian Methods for Management and BusinessThe most-reprinted book on the subject
- Read the landmark paper: A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit ModelCited 402 times
- Go sideways: Multinomial logistic regressionA closely related topic
- Go sideways: Binomial regressionA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
An exact likelihood analysis of the multinomial probit model
Multinomial probit and multinomial logit: a comparison of choice models for voting research
A Note on Identification in the Multinomial Probit Model
Alternative Computational Approaches to Inference in the Multinomial Probit Model
Statistical inference in the multinomial multiperiod probit model
Variational Bayesian Multinomial Probit Regression with Gaussian Process Priors
Multinomial probit with structured covariance for route choice behavior
🆕 Influential since 2022
Bayesian Conjugacy in Probit, Tobit, Multinomial Probit and Extensions: A Review and New Results
A multinomial probit analysis of shanghai commute mode choice
Factors affecting farmers’ choice to adopt risk management strategies: The application of multivariate and multinomial probit models
Fast Variational Bayes Methods for Multinomial Probit Models
A multinomial probit model with Choquet integral and attribute cut-offs
📚 Books worth reading
Bayesian Methods for Management and BusinessEugene D. Hahn · 2014- 📕Getting started with data scienceMurtaza Haider · 2015
Multinomial probitCarlos Daganzo · 1979- 📕Health, children, and elderly living arrangements · 1990
- 📕Health, Children, and Elderly Living ArrangementsJohn N. Morris, Axel Borsch-Supan · 1990
- 📕Heterogeneous impact of the "seguro popular" program on the utilization of obstetrical services in mexico, 2001-2006Sandra G. Sosa-Rubi · 2007
Logit and ProbitVani Kant Borooah · 2001
Regression Models For Categorical, Count, And Related VariablesJohn P. Hoffmann · 2016
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
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