<P><FONT face=宋体><FONT size=3><o:p><STRONG>ESTIMATION OF (STANDARD) DISCRETE CHOICE MODELS</STRONG> <o:p></o:p></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/milogit.src" target="_blank" ><FONT color=#551a8b size=2>milogit.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure for the Maximum Likelihood estimation of a Logit model. <o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/milogit.e" target="_blank" ><FONT color=#551a8b><FONT size=2>milogit example</FONT></FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Program that runs an example calling the procedure milogit.src.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/miprobit.src" target="_blank" ><FONT color=#551a8b size=2>miprobit.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure for the Maximum Likelihood estimation of a Probit model. <o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/miprobit.e" target="_blank" ><FONT color=#551a8b><FONT size=2>miprobit example</FONT></FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Program that runs an example calling the procedure miprobit.src.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/multilog.src" target="_blank" ><FONT color=#551a8b size=2>multilog.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure for the Maximum Likelihood estimation of a Multinomial Logit.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/multilog.e" target="_blank" ><FONT color=#551a8b><FONT size=2>multilog example</FONT></FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Program that runs an example calling the procedure multilog.src.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/clogit.src" target="_blank" ><FONT color=#551a8b size=2>clogit.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure for the Maximum Likelihood estimation of McFadden's Conditional Logit.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/clogit.e" target="_blank" ><FONT color=#551a8b><FONT size=2>clogit example</FONT></FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Program that runs an example calling the procedure clogit.src.<o:p></o:p></FONT></P></o:p></FONT></FONT>
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<P><FONT size=5><STRONG>NONPARAMETRIC METHODS</STRONG> <o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/kernel1.src" target="_blank" ><FONT color=#551a8b size=2>kernel1.src</FONT></A><FONT size=2> Procedure for the kernel estimation of a univariate density function.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/nadaraya_cv.src" target="_blank" ><FONT color=#551a8b size=2>nadaraya_cv.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure for Nadaraya-Watson estimation of a nonparametric regression function. Cross-Validation for bandwidth choice.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/nadaraya_cv.e" target="_blank" ><FONT color=#551a8b><FONT size=2>nadaraya_cv e</FONT></FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Program that runs an example calling the procedure nadaraya_cv.src.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/isonpreg.src" target="_blank" ><FONT color=#551a8b size=2>isonpreg.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure that obtains a nonparametric isotonic (monotonic) regression using the max-min estimator first proposed by Brunk (AS, 1958).<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/mono_si.src" target="_blank" ><FONT color=#551a8b size=2>mono_si.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure that estimates a nonparametric regression function using the SI (Smoothing- Isotonising) estimator in Mammen (AS, 1991).<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/mono_is.src" target="_blank" ><FONT color=#551a8b size=2>mono_is.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure that estimates a nonparametric regression function using the IS (Isotonising-Smoothing) estimator in Mammen (AS, 1991).<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/freqprob.src" target="_blank" ><FONT color=#551a8b size=2>freqprob.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure that obtains a frequency estimation of Prob(Y|X) where Y is discrete and X is a vector of discrete variables.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/dchokern.src" target="_blank" ><FONT color=#551a8b size=2>dchokern.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure for the kernel estimation of Prob(Y|X) where Y is a binary variable and X is a vector of continuous variables.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/dchokern.e" target="_blank" ><FONT color=#551a8b size=2>dchokern.e</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Program that runs an example calling the procedure dchokern.src.<o:p></o:p></FONT></P>
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<P><br><STRONG>ESTIMATION OF SINGLE-AGENT DISCRETE-CHOICE DYNAMIC-PROGRAMMING MODELS</STRONG> <o:p></o:p></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/npl_sing.src" target="_blank" ><FONT color=#551a8b size=2>npl_sing.src</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Procedure that estimates the structural parameters of a discrete-choice single-agent dynamic programming model using the <I>Nested Pseudo Likelihood</I> (NPL) algorithm in Aguirregabiria and Mira (Econometrica, 2002).</FONT><FONT size=2> It calls the following procedures:</FONT></P>
<P><FONT size=2><FONT size=2> </FONT><a href="http://individual.utoronto.ca/vaguirre/software/clogit.src" target="_blank" ><FONT color=#551a8b size=2>clogit.src</FONT></A> </FONT></P>
<P><FONT size=2>Procedure for the Maximum Likelihood estimation of McFadden's Conditional Logit.<o:p></o:p></FONT></P>
<P><a href="http://individual.utoronto.ca/vaguirre/software/npl_sing.e" target="_blank" ><FONT color=#551a8b size=2>npl_sing.e</FONT></A><FONT size=2> </FONT></P>
<P><FONT size=2>Program that estimates the bus replacement model in Rust (Econometrica, 1987). This program calls the procedures and </FONT><a href="http://individual.utoronto.ca/vaguirre/software/npl_sing.src" target="_blank" ><FONT color=#551a8b size=2>npl_sing.src</FONT></A><FONT size=2> and </FONT><a href="http://individual.utoronto.ca/vaguirre/software/multilog.src" target="_blank" ><FONT color=#551a8b size=2>multilog.src</FONT></A><FONT size=2> and the GAUSS dataset:</FONT></P>
<P><FONT size=2><FONT size=2></FONT><a href="http://individual.utoronto.ca/vaguirre/software/bus1234.dat" target="_blank" ><FONT color=#551a8b size=2>bus1234.dat</FONT></A> </FONT></P>
<P><FONT size=2>Rust’s bus replacement data set (bus engine groups 1, 2, 3 and 4).</FONT></P>
<P><FONT size=2><a href="http://individual.utoronto.ca/vaguirre/software/bus1234.dht" target="_blank" ><FONT color=#551a8b size=2>bus1234.dht</FONT></A> </FONT></P>
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<P>好久沒發gauss語法,希望大家能受用!!<br></P>

[此贴子已经被作者于2007-2-3 20:10:22编辑过]