二元logistic模型案例_二元选择(logistic的s )模型.ppt

二元选择(logistic的s )模型

Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Probit 0.999999 1.000000 0.447233 0.000000 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 3、重复观测值可以得到情况下二元logit离散选择模型的参数估计 思路 对每个决策者有多个重复(例如10次左右)观测值。 对第i个决策者重复观测ni次，选择yi=1的次数比例为pi，那么可以将pi作为真实概率Pi的一个估计量。 建立“对数成败比例模型” ，采用广义最小二乘法估计 。 实际中并不常用。 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 用样本重复观测得到的pi构成“成败比例”，取对数并进行台劳展开，有 逻辑分布的概率分布函数 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile