EconBase
← All papers

Computationally Efficient Estimation of Large Probit Models

Patrick Ding, Guido Imbens, Zhaonan Qu, Yinyu Ye

arXiv 12 Jul 2024 · Statistics — Methodology · 1 citations (OpenAlex)

arXiv:2407.09371 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Probit models are useful for modeling correlated discrete responses in many disciplines, including consumer choice data in economics and marketing. However, the Gaussian latent variable feature of probit models coupled with identification constraints pose significant computational challenges for its estimation and inference, especially when the dimension of the discrete response variable is large. In this paper, we propose a computationally efficient Expectation-Maximization (EM) algorithm for estimating large probit models. Our work is distinct from existing methods in two important aspects. First, instead of simulation or sampling methods, we apply and customize expectation propagation (EP), a deterministic method originally proposed for approximate Bayesian inference, to estimate moments of the truncated multivariate normal (TMVN) in the E (expectation) step. Second, we take advantage of a symmetric identification condition to transform the constrained optimization problem in the M (maximization) step into a one-dimensional problem, which is solved efficiently using Newton's method instead of off-the-shelf solvers. Our method enables the analysis of correlated choice data in the presence of more than 100 alternatives, which is a reasonable size in modern applications, such as online shopping and booking platforms, but has been difficult in practice with probit models. We apply our probit estimation method to study ordering effects in hotel search results on Expedia's online booking platform.

Citation extraction

10
references
33
in-text mentions
17
distinct cited
1
self-citations
6,842
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Burgette, L. F. and Nordheim, E. V (2012) The trace restriction: An alternative identification strategy for the bayesian multinomial probit model0.81142100%
bien_sparse_2011unmatched citation key bien_sparse_20110.73732100%
3Cunningham, J. P., Hennig, P., and Lacoste-Julien, S (2013) Gaussian Probabilities and Expectation Propagation0.69361100%
4Natarajan, R., McCulloch, C. E., and Kiefer, N. M (2000) A monte carlo em method for estimating multinomial probit models0.64422100%
5Burgette, L. F., Puelz, D., and Hahn, P. R (2021) A symmetric prior for multinomial probit models0.58531100%
minkaExpectationPropagationApproximate2001aunmatched citation key minkaExpectationPropagationApproximate2001a0.58531100%
7Minka, T (2005) Divergence measures and message passing0.51121100%
bickel_covariance_2008unmatched citation key bickel_covariance_20080.40511100%
9Blei, D. M., Kucukelbir, A., and McAuliffe, J. D (2017) Variational Inference: A Review for Statisticians0.40511100%
friedman2008sparseunmatched citation key friedman2008sparse0.40511100%

Showing the top 10 of 17 scored citations. 4 of these could not be matched to a bibliography entry, so only the citation key is shown.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Learning Correlated Reward Models: Statistical Barriers and Opportunities0.00011