Compute the fitted probabilities for females based on the multinomial probit model in Example5.2 Example 5.2 Let

Compute the fitted probabilities for females based on the multinomial probit model in Example5.2

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Example 5.2 Let us apply the multinomial probit model to Example 5.1. If DEP = 0 is selected as the reference level, then the multinomial probit model has the following form: Hja; ; Gender, j = 1,2. ~ N (0,1) and y ~ Thus, if the ith subject is male, then he has utility yo N (, 1), j=1,2. Similarly, the utility for a female follows N (0, 1) for level 0 and and N (a; + Bj, 1) for level j, j = 1,2. The actual observed response is the level with the maximum utility. The parameter estimates are summarized in the following table: Intercept (a) Female (B) Category Estimate SE Estimate SE -1.4293 0.1333 -1.5088 0.1373 0.5647 0.1621 2 1 p-value