Multinomial probit

This article relies largely or entirely on a single source. Relevant discussion may be found on the talk page. Please help improve this article by introducing citations to additional sources. Find sources: "Multinomial probit" – news · newspapers · books · scholar · JSTOR (July 2015)

In statistics and econometrics, the multinomial probit model is a generalization of the probit model used when there are several possible categories that the dependent variable can fall into. As such, it is an alternative to the multinomial logit model as one method of multiclass classification. It is not to be confused with the multivariate probit model, which is used to model correlated binary outcomes for more than one independent variable.