Matteo Panfilo

5 Questions 4 Answers 0 Followers

Questions related from Matteo Panfilo

Multinomial logit and panel data, how to standardize?

Hi everyone I have to regress some covariates on a set o states (0, 1, 2), using a multinomial logit. Assume now that each array of observations (one array for each covariate), is composed by...

12 January 2021 5,187 5 View

Multinomial model and Hierarchical /Nested one are mutually exclusive?

Consider a polytomous categorical dependent variable Y, which can assume values equal to 0, 1, or 2. If, for instance, the state 2 is conditioned to the occurrence of the state 1, the multinomial...

07 January 2021 9,136 2 View

Multinomial Logit models and multicollinearity?

Hi everyone, I'm dealing with multinomial logit, and in order to improve my estimations I would assess the degree of possible multicollinearity among the considered variables. I have to do it with...

04 November 2020 4,959 5 View

Any data for soverign bonds spreads?

Hi everyone, I need to quantify the potential incentives for what concerns carry trade activities. In order to do that I would rely on sovereign bonds spreads. The problem is to find time series...

20 September 2020 3,780 1 View

What's the differencess between Nested Logit for discrete choice models, and general Nested Logistic Regressions (other applications) ?

I would to apply the logic of Nested Logit choice models to an EWS for financial crises. My work consists on finding a set of regressors able to describe the probabilities associated to the events...

22 July 2020 7,463 0 View