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二項分布二変量プロビットモデル×多項ロジスティック回帰×順序ロジスティック回帰 (Ordered Logit/Probit)×
分野計量経済学計量経済学計量経済学
系統Regression modelRegression modelRegression model
提唱年197019741980
提唱者J. R. Ashford & R. R. SowdenMcFaddenMcCullagh (proportional odds / cumulative model)
種類Maximum-likelihood binary outcome modelMultinomial logistic regressionCumulative ordinal regression
原典Ashford, J. R., & Sowden, R. R. (1970). Multi-variate probit analysis. Biometrics, 26(3), 535–546. DOI ↗McFadden, D. (1974). Conditional Logit Analysis of Qualitative Choice Behavior. In P. Zarembka (Ed.), Frontiers in Econometrics (pp. 105-142). Academic Press. ISBN: 978-0127761503McCullagh, P. (1980). Regression Models for Ordinal Data. Journal of the Royal Statistical Society: Series B, 42(2), 109-142. DOI ↗
別名Bivariate Binary Probit, Joint Probit Model, Two-Equation Probit, İki Değişkenli Probitmultinomial logistic regression, polytomous logistic regression, softmax regression, Çok Kategorili Lojistik Regresyonordinal logistic regression, proportional odds model, cumulative logit model, ordered probit
関連354
概要The Bivariate Probit Model, introduced by Ashford and Sowden (1970), jointly estimates two binary outcome equations whose error terms are allowed to be correlated. By modeling both outcomes simultaneously under a bivariate normal distribution, it corrects for the dependence between decisions that separate probit regressions would ignore, producing consistent and efficient parameter estimates for researchers studying interrelated binary choices.Multinomial logistic regression is a maximum-likelihood method for a nominal (unordered) dependent variable with more than two categories. Building on McFadden's 1974 treatment of qualitative choice, it gives each category its own set of coefficients relative to a reference category.Ordered logit is a cumulative regression model for an ordinal dependent variable, fitting a logit (or probit) link to the cumulative category probabilities. Developed in McCullagh's 1980 treatment of regression models for ordinal data, it is the standard tool for Likert-scale, rating, and ranked outcomes.
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ScholarGate手法を比較: Bivariate Probit · Multinomial Logit · Ordered Logit. 2026-06-17に以下より取得 https://scholargate.app/ja/compare