Unit:
Κατεύθυνση Στατιστική και Επιχειρησιακή ΈρευναLibrary of the School of Science
Author:
Παπαντώνης Σπυρίδων
Supervisors info:
Μπουρνέτας Απόστολος ΚΑθηγητής ΕΚΠΑ (επιβλέπων), Γιαννακόπουλος Αθανάσιος Καθηγητής ΟΠΑ, Παπαδάτος Νικόλαος ΕΚΠΑ
Original Title:
Μοντέλα διακριτών επιλογών και εφαρμογές
Translated title:
Discrete choice models and applications
Summary:
The study of the utility theory is an interesting process as well as an
essential tool in many sciences. The present MSc thesis focuses on the various
models widely used in order to analyze the utility. Especially, particular
significance has been paid to the model of logistic regression and many of its
characteristics are presented. Moreover, a numerical implementation is given,
which results from the simulation of the independent variables and the
dependent variable. In order to estimate the parameters of the model, various
ways of maximization of the likelihood function are proposed, one of which is
the most known and widely implemented method, the Newton-Raphson algorithm. We
should mention that, for the implementation of the thesis, we use the package
R.
Keywords:
Utility theory, Logistic regression, Probit regression, Newton-Raphson, Simulation
Number of pages:
[2], ii, 61
File:
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document.pdf
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File access is restricted only to the intranet of UoA.