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Linear Probability, Logit, and Probit Models
Author: John Aldrich

ISBN: 9780803921337
Format: Paperback
Number Of Pages: 96
Published: 1 February 1985
Country of Publication: US
Dimensions (cm): 22.23 x 13.97 x 0.64
Description:


Ordinary regression analysis is not appropriate for investigating dichotomous or otherwise "limited" dependent variables, but this volume examines three techniques -- linear probability, probit, and logit models -- which are well-suited for such data. It reviews the linear probability model and discusses alternative specifications of non-linear models. Using detailed examples, Aldrich and Nelson point out the differences among linear, logit, and probit models, and explain the assumptions associated with each.

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