Daisuke Nagakura
Abstract
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In this note, I show that the ordered and sequential probit models are special cases of the multinomial probit model where the disturbance terms in the latent variables degenerate or those variances converge to zero at a certain rate.
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In this note, I show that the ordered and sequential probit models are special cases of the multinomial probit model where the disturbance terms in the latent variables degenerate or those variances converge to zero at a certain rate.
Key concepts: Multinomial probit, Ordered probit, Econometrics, Multinomial distribution, Probit model, Multivariate probit model, Probit, Mathematics