An Algorithm for Estimation in Simultaneous Logit Models.

Abstract

This paper uses a very general version of the Iterative Proportional Fitting Procedure to develop an algorithm for estimation in simultaneous logit models. The algorithm can be used for any loglinear model which can be cast in the form of simultaneous logit equations. The principal advantage of this method is that it is not necessary to fit parameters associated with the sampling constraints and thus very large problems can be attacked. A numerical example using GLIM and a sample GLIM macro are included. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1981
Accession Number
ADA111015

Entities

People

  • Michael M. Meyer

Organizations

  • Carnegie Mellon University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Convergence
  • Convex Sets
  • Covariance
  • Equations
  • Information Theory
  • Mathematics
  • Military Research
  • New York
  • Notation
  • Probability
  • Probability Distributions
  • Sampling
  • Security
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Fields of Study

  • Mathematics

Readers

  • Regression Analysis.