The dogit ordered generalized extreme value model

Fry, T.R.L.; Harris, Mark

doi:10.1111/j.1467-842X.2005.00414.x

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Authors

Fry, T.R.L.

Harris, Mark

Date

2005

Type

Journal Article

Metadata

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Citation

Fry, T.R.L. and Harris, M.N. 2005. The dogit ordered generalized extreme value model. Australian and New Zealand Journal of Statistics. 47 (4): pp. 531-542.

Source Title

Australian and New Zealand Journal of Statistics

DOI

10.1111/j.1467-842X.2005.00414.x

ISSN

1369-1473

Faculty

Faculty of Business and Law

School

School of Economics, Finance and Property

URI

http://hdl.handle.net/20.500.11937/81805

Collection

Curtin Research Publications

Abstract

This paper introduces the Dogit ordered generalized extreme value (DOGEV) model, for handling discrete variables that are ordered and heterogeneous. In particular, the DOGEV model can be applied to questionnaire responses on questions allowing a discrete set of ordered possible responses, where there is a preference for particular responses and possibly multiple modes in the data. The DOGEV model combines a model for choice set generation with the ordered generalized extreme value model. The paper illustrates the model using two empirical examples: a model of inflationary expectations and a model for students' evaluations of teaching. © 2005 Australian Statistical Publishing Association Inc.