probit

Code that might be useful to others for learning/demonstration purposes, specifically along the lines of modeling and various algorithms. **Superseded by the models-by-example repo**.

Scalable econometric algorithms (probit, contests, ratings)

API wrapper for the probit exchange

Spatial probit model of intra-household interactions (implemented in Stata)

Ordered logit and probit models

Analysis of Ecotoxicology

HSE FES Econometrics-2 (advanced course) project

My PhD thesis: Regression modelling using priors depending on Fisher information covariance kernels (I-priors)

This is the accompanying code repository for the AISTATS 2022 publication p-Generalized Probit Regression and Scalable Maximum Likelihood Estimation via Sketching and Coresets by Alexander Munteanu, Simon Omlor and Christian Peters.

[This project was completed in June 2013] "And the Oscar goes to... Analysis of economic and non-economic factors affecting the probability of winning an Oscar" is a research paper that addresses the issue of factors affecting the likelihood of winning an Oscar.

Étude de marché sur les personnes âgées qui souscrivent une assurance complémentaire aux États-Unis en réalisant des modèles probit et logit pour identifier les variables importantes.

Project for the Machine Learning 2021/22 class at the Faculty of Economic Sciences, University of Warsaw. I was responsible for the drug abuse prediction task for which I build logit, probit, KNN and SVM classification models.

Nelson-Siegel yield curve decomposition + probit recession forecasting with real-time out-of-sample validation (zero look-ahead bias), Diebold-Mariano significance testing, and calibration analysis. Live Streamlit dashboard.

Precio de viviendas de un sector usando logit y probit comparación

R package with quasi-Monte Carlo methods to estimate mixed models commonly used for random effect structures from pedigrees.

O que influenciou a probabilidade de sobrevivência do Titanic?

Supplementary work for thesis, including R code.

Early Warning System for Pakistan currency crises using Probit/Logit models and KLR methodology. Monthly data 2006–2023. R.

Evaluate the Buy Online Pick-up in Store (BOPS) strategy with a real-world dataset

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