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Showing 1 to 20 of 311 for “"Probit"”.
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Analysis of Discrete Choice Probit Models with Structured Correlation Matrices
… responses over time. The discrete choice probit models are the most flexible in the sense that they model any dependence pattern, random taste variations and repeated responses. But, the probit models require evaluations of multivariate normal distribution function, which are difficult to …
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Predicting The U.S. Recessions With Housing Starts In Dynamic Probit Models
… predictive power of housing starts using dynamic probit models. The yield spread between the ten-year Treasury bond and three-month Treasury bill rates, is also adopted to further demonstrate the predictive properties of the housing variable. Different model functional forms are explored in which …
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Prediction of going-concern status: a probit model for the auditors
… the proposed theory of bankruptcy are obtained. Probit analysis with the weighted exogenous sample maximum likelihood procedure is used to estimate the coefficients of the Koh model. Using the Lachenbruch U method, the hold-out accuracy rates of the Koh model are computed. They are 85.45% for …
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Comparação das funções de ligação logit e probit em regressão binária considerando diferentes tamanhos amostrais
… binária por meio as funções de ligação logit e probit visando verificar a robustez das funções de ligação diante da variação do tamanho da amostra. Estas funções de ligação utilizam, respectivamente, as distribuições acumuladas logística e normal, sendo a principal diferença entre elas os …
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Solving the Differential Equation for the Probit Function Using a Variant of the Carleman Embedding Technique.
<p>The probit function is the inverse of the cumulative distribution function associated with the standard normal distribution. It is of great utility in statistical modelling. The Carleman embedding technique has been shown to be effective in solving first order and, less efficiently, second order …
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Analysis Of Type And Severity Of Traffic Crashes At Signalized Intersections Using Tree-based Regression And Ordered Probit Models
… tree-based regression (HTBR) and ordered probit models were used in the analyses. HTBR was used to create models for the expected number of crashes for collision type as well as injury level. Ordered probit models were only used to predict crash severity levels due to the ordinal nature of …
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Understanding Food Stamp Program Participation Among Female-Headed Households: Has It Been Affected By Participation In The AFDC/TANF Program?
… 1999 CPS data. Results from using reduced-form probit model, bivariate probit model and structural probit model are compared. The reduced-form probit model considers participation in both programs as functions of all exogenous variables. The bivariate probit model allows correlation between the …
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Exploring the relationship between obesity and the probability of gaining employment in the context of the South African labour market
… this issue exists for the dataset; a bivariate probit model to assess if there is a bivariate relationship between obesity and employment, and a recursive bivariate probit model to assess if obesity is an endogenous regressor of employment. A change in state univariate probit model is then …
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The impact of measurement scale on classification performance of inductive learning and statistical approaches
… relative performance of the statistical method (probit) and the inductive learning method (ID3). In addition, the impact of correlation structure on the classification behavior of the probit method and the ID3 method is examined.
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Network knowledge and route choice
… Size Logit, Cross-Nested Logit and Logit Kernel Probit are evaluated. The exponential specification of the Path S ize term, using a large parameter value, offers a considerable improvement in fit over MNL, C -Logit and CNL. A hybrid Path Size Logit and Logit Kernel Probit model offers the best …
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Identifying and predicting turning points in Australian inbound tourism demand growth
… by applying nonlinear models such as Logit, Probit and Markov Switching and the Leading Indicator approach. The specific aim of this study is to forecast turning points in Australian inbound tourism demand growth caused by ‘economic factors’ within both the tourism generating country and …
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Fomc Dissenting: Is the Chairman Conducting the Music?
… Gerlach-Kristen and Meade use a multinomial probit to test Meyer's hypothesis, and their evidence supports this conjecture. Because the dependent variable here is naturally ordered, where a policymaker's preference is for tighter, unchanged, or looser interest rates, it is appropriate to …
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Intergenerational Transmission of Religion: Does Mother's Working Behaviour Make a Difference?
… belief and religious practice. Our bivariate probit model shows that a youth whose mother stayed at home during his childhood is more likely to have the same religious affiliation as her, even after controlling for various background factors. Furthermore, estimates using ordered probit …
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Financial soundness of Kazakhstan banks: analysis and prediction.
… bank level using PCA, cluster, MDA, logit and probit analyses. Design/Methodology/Approach “ A cluster analysis, in combination with principal component analysis (PCA), was utilized as a classification technique. It groups sound and unsound banks in Kazakhstan's banking sector by examining …
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Influência de características psicológicas e socioeconômicas sobre o atendimento das recomendações nutricionais pelos brasileiros
… No primeiro momento, estimou-se um Probit para cada um dos nutrientes selecionados, sendo eles: carboidratos, proteínas, gorduras totais, saturadas, colesterol, fibras alimentares, ferro, cálcio, sódio e vitaminas A, B1, B2, B3 e C. Posteriormente, fez-se uma análise conjunta, onde, …
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Pengaruh pemberian ekstrak etanol daun sirsak (Annona muricata L.) terhadap pertumbuhan sel neuroglia baby hamster yang dipapar dengan 7, 12-Dimetilbenz (α) Antrasen (DMBA) dalam kondisi in vitro
… uji sitotoksisitas dengan menggunakan analisis probit sehingga didapatkan LC50. Hasil penelitian menunjukkan bahwa, pemberian ekstrak etanol daun sirsak (Annona muricata L.) berpengaruh terhadap pertumbuhan sel neuroglia baby hamster yang dipapar dengan 7,12-dimetilbenz (α) antrasen (DMBA) dalam …
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Meeting the Demand for Local Food in West Virginia: An analysis of factors influencing producers' market participation and expansion decisions
… behavior and supply response, using a probit model and OLS regression, indicated significant influence of motivational factors such as reasons for entering farming, influence of social context, and attitudes towards diversification of income to reduce risk. Probit model results indicate …
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Essays on the Bayesian inequality restricted estimation
… to Maximum Likelihood Estimation (MLE) in probit and poisson models. In addition, the performance of the estimators is compared when inequality restrictions are imposed on the coefficients of the models. The restrictions are imposed within the context of a Monte Carlo experiment for the …
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Advances in Applied Econometrics: Binary Discrete Choice Models, Artificial Neural Networks, and Asymmetries in the FAST Multistage Demand System
… artificial neural networks to binary logit and probit models. To facilitate this comparison, the statistical foundations of dichotomous choice models and feed-forward backpropagation artificial neural networks (FFBANNs) are re-evaluated. Using contingent valuation survey data, the paper shows …
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How to Exit Successfully via IPOs: An insight into the listing requirements of the emerging Growth Enterprise Market of China
… growth rate, and net assets. Using a modified probit model based on previous studies, this study aims to examine the impact of these financial determinants on the IPO probability in the Chinese stock market. Using a sample of the initial 243 IPOs in the market over the 2009–2011 period, this …
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