LDV models¶

§1. Latent variable models¶

• Latent variable model - Wikipedia

§2. Binary choice models¶

Probit¶

• Probit Regression | Introduction to Econometrics with R
• Probit model - Wikipedia

Papers:

• Muthen1979.pdf

Logit¶

• Logit Regression | Introduction to Econometrics with R

Estimation¶

§3. Ordered choice models¶

Ordered probit¶

Ordered logit¶

Estimation¶

§4. Multinomial choice models¶

Multinomial probit¶

Multinomial logit¶

Nested logit¶

Mixed logit¶

Estimation¶

§5. Censored and truncated models¶

Tobit¶

• Tobit model - Wikipedia

Truncated regression¶

Estimation¶