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dc.contributor.authorWeeks, Melvynen_GB
dc.contributor.authorOrne, Chrisen_GB
dc.date.accessioned2004-06-16T16:05:53Z
dc.date.available2004-06-16T16:05:53Z
dc.date.created1999-06en_GB
dc.date.issued2004-06-16T16:05:53Z
dc.identifier.urihttp://www.dspace.cam.ac.uk/handle/1810/423
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/423
dc.description.abstractThe 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.en_GB
dc.format.extent202573 bytes
dc.format.mimetypeapplication/pdfen_GB
dc.format.mimetypeapplication/pdf
dc.language.isoen_GB
dc.publisherFaculty of Economics
dc.relation.ispartofseriesCambridge Working Papers in Economics
dc.rightsAll Rights Reserveden
dc.rights.urihttps://www.rioxx.net/licenses/all-rights-reserved/en
dc.subjectdiscrete choice
dc.subjectbivariate probit
dc.subjectmultinomial probit
dc.subjectnested choice models
dc.subject.classificationClassification-JEL: C25, C21, C12, C35en_GB
dc.titleThe Statistical Relationship between Bivariate and Multinomial Choice Modelsen_GB
dc.typeWorking Paperen
dc.identifier.doi10.17863/CAM.5152


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