Categorical Data

A. Cameron

No 187, Working Papers from University of California, Davis, Department of Economics

Abstract: A very brief survey of regression for categorical data. Categorical outcome (or discrete outcome or qualitative response) regression models are models for a discrete dependent variable recording in which of two or more categories an outcome of interest lies. For binary data (two categories) probit and logit models or semiparametric methods are used. For multinomial data (more than two categories) that are unordered, common models are multinomial and conditional logit, nested logit, multinomial probit, and random parameters logit. The last two models are estimated using simulation or Bayesian methods. For ordered data, standard multinomial models are ordered logit and probit, or count models are used if ordered discrete data are actually a count.

Keywords: binary data; multinomial; logit; probit; count data (search for similar items in EconPapers)
JEL-codes: C21 C25 (search for similar items in EconPapers)
Pages: 8
Date: 2006-03-01
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