A. Colin Cameron

"Categorical Data"

This is a very brief survey of regression methods for categorical data.
Categorical outcome (or discrete outcome or qualitative response) regression
models are models for a discrete dependent variable recording in which of
two or more categories an outcome of interest lies. For binary data (two
categories) probit and logit models or semiparametric methods are used. For
multinomial data (more than two categories) that are unordered, common models
are multinomial and conditional logit, nested logit, multinomial probit,
and random parameters logit. The last two models are estimated using simulation
or Bayesian methods. For ordered data, standard multinomial models are ordered
logit and probit, or count models are used if ordered discrete data are actually
a count.