Modelos multinomiales: un análisis de sus propiedades
This paper develops an analysis of Multinomial models through simulation; this was done under correct and incorrect assumptions on the data generating process. Also, it was analyzed the performance of the models under different sample sizes. It was found that a correct specified model with samples o...
- Autores:
-
Guarin Galeano, Arlen Yahir
Ramírez Hassan, Andrés
Torres, Juan Felipe
- Tipo de recurso:
- Fecha de publicación:
- 2011
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- spa
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/584
- Acceso en línea:
- http://hdl.handle.net/10784/584
- Palabra clave:
- Multinomial models
conditional models
simulation
statistical properties
Modelos Multinomiales
modelos Condicionales
simulación
propiedades estadísticas
- Rights
- License
- Acceso abierto
| Summary: | This paper develops an analysis of Multinomial models through simulation; this was done under correct and incorrect assumptions on the data generating process. Also, it was analyzed the performance of the models under different sample sizes. It was found that a correct specified model with samples of 200 or more observations achieves estimators which are unbiased and consistent, while incorrect assumptions about the data generating process causes biased and inconsistent estimators. On the other hand, conditional models with small sample sizes imply bad statistical properties, especially when Probit models are estimated. |
|---|