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Categorical Dependent Variables

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Abstract

In this chapter, we consider statistical models to analyze variables where the numbering does not have any meaning and, in particular, where there is no relationship between one level of the variable and another level. In these cases, we are typically trying to establish whether it is possible to explain with other variables the level observed of the criterion variable. The chapter is divided into two parts. The first part presents discriminant analysis, which is a traditional method in multivariate statistical analysis. The second part introduces quantal choice statistical models. The models are described, as well as their estimation. Their measures of fit are also discussed.

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Gatignon, H. (2014). Categorical Dependent Variables. In: Statistical Analysis of Management Data. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-8594-0_8

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