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| 多項ロジスティック回帰× | プロビット回帰モデル× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1974 | 2018 |
| 提唱者≠ | McFadden | Greene (textbook treatment); classical discrete-choice modelling |
| 種類≠ | Multinomial logistic regression | Binary discrete-choice model |
| 原典≠ | McFadden, D. (1974). Conditional Logit Analysis of Qualitative Choice Behavior. In P. Zarembka (Ed.), Frontiers in Econometrics (pp. 105-142). Academic Press. ISBN: 978-0127761503 | Greene, W. H. (2018). Econometric Analysis (8th ed.). Pearson. ISBN: 978-0134461366 |
| 別名≠ | multinomial logistic regression, polytomous logistic regression, softmax regression, Çok Kategorili Lojistik Regresyon | probit regression, normit model, Probit Modeli |
| 関連 | 5 | 5 |
| 概要≠ | 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. | The probit model is a regression method for a binary (0/1) outcome that maps a linear index of the predictors through the standard normal cumulative distribution function to produce a probability. It is a classical discrete-choice alternative to logistic regression, developed in standard econometrics treatments such as Greene's Econometric Analysis (2018). |
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