This paper examines sources of correlation among utility coefficients in models allowing for
random heterogeneity, including correlation that is induced by random scale heterogeneity …

There is growing interest in establishing a mechanism to account for scale heterogeneity
across individuals (essentially the variance of a variance term or the standard deviation of …

The mixed or heterogeneous multinomial logit (MIXL) model has become popular in a
number of fields, especially marketing, health economics, and industrial organization. In …

There is growing interest in the notion that a significant component of the heterogeneity
retrieved in random coefficients models may actually relate to variations in absolute …

Currently, there is an important debate about the relative merits of models with discrete and
continuous representations of consumer heterogeneity. In a recent JMR study,; hereafter …

This paper introduces the package gmnl in R for estimation of multinomial logit models with
unobserved heterogeneity across individuals for cross-sectional and panel (longitudinal) …

This paper provides simple necessary conditions for testing the local consistency of nested
logit models with stochastic utility maximization. A graphical analysis illustrates the extent to …

The assumption of independently and identically distributed (IID) error terms in the
Multinomial Logit (MNL) model leads to its infamous IIA property. Relaxation of the IID …

The random coefficients multinomial choice logit model, also known as the mixed logit, has
been widely used in empirical choice analysis for the last thirty years. We prove that the …

Statistical tests are proposed to diagnose the validity of the independence from (of)
irrelevant alternatives property of the multinomial log it model. Application of the tests is …