[Limdep Nlogit List] Binary probit
Fred Feinberg
feinf at umich.edu
Sat Nov 4 10:08:14 EST 2006
Swait and Louviere have done a lot of work on this problem. See their
book (the one with Hensher, "Stated Choice Methods: Analysis and
Application"); it has a great deal of information on such models (i.e.,
using a scale ratio). You can also estimate them using NLogit if you set
it up correctly. They also have a series of papers on the topic, all
findable using Google Scholar.
FF
Steven Yen wrote:
> I would like to estimate the binary probit model without setting the
> scale parameter (s) to unity. The likelihood contributions would be
> CDF(-x'b/s) and CDF(x'b/s). Any suggestions as to other
> identification restrictions to make the parameter estimates unique? I
> was told the Bayesian do it, but I have not identified a proper
> reference. Any lead would be appreciated.
>
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