Standard errors in the multinomial logit model

DOI10.1080/03610928608829268MaRDI QIDQ3745141zbMATH OpenOpenAlexFDO

Authors Thomas B. Fomby, James E. Pearce

Publication date 1986

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928608829268

zbMATH Keywords

Asymptotic standard errorsdelta methodexpected responseinformation matrixmultinomial logit modelprobability of choosing an alternative

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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(7)

• Rules of thumb for comparing multinomial logit and multinomial probit coefficients
• An algorithm for computing standard errors from categorial data
• On asymptotic size distortions in the random coefficients logit model
• Asymptotic standard errors of point elasticities calculated from simultaneous equation systems
• Simple inference in multinomial and ordered logit
• Simultaneous prediction intervals for multinomial logistic regression models
• Another look at the method of Y-standardization in logit and probit models

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