A transformation for estimating the trinomial logit model with grouped data |
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| Authors: | StephenJ Trejo |
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| Institution: | Department of Economics , University of California , Santa Barbara, CA, 93106, U.S.A |
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| Abstract: | For logit models where the outcome variables are the proportions of individuals falling into each of three categories, this paper develops a data transformation through which GLS estimates can be obtained by running OLS on the transformed data. |
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| Keywords: | multinomial logit grouped data generalized least squares data transformation |
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