Correlation and scale in mixed logit models
This paper examines sources of correlation among utility coefficients in models allowing for
random heterogeneity, including correlation that is induced by random scale heterogeneity …
random heterogeneity, including correlation that is induced by random scale heterogeneity …
Does scale heterogeneity across individuals matter? An empirical assessment of alternative logit models
WH Greene, DA Hensher - Transportation, 2010 - Springer
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 …
across individuals (essentially the variance of a variance term or the standard deviation of …
The generalized multinomial logit model: accounting for scale and coefficient heterogeneity
The mixed or heterogeneous multinomial logit (MIXL) model has become popular in a
number of fields, especially marketing, health economics, and industrial organization. In …
number of fields, especially marketing, health economics, and industrial organization. In …
Can scale and coefficient heterogeneity be separated in random coefficients models?
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 …
retrieved in random coefficients models may actually relate to variations in absolute …
An empirical comparison of logit choice models with discrete versus continuous representations of heterogeneity
RL Andrews, A Ainslie… - Journal of Marketing …, 2002 - journals.sagepub.com
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 …
continuous representations of consumer heterogeneity. In a recent JMR study,; hereafter …
Multinomial logit models with continuous and discrete individual heterogeneity in R: the gmnl package
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) …
unobserved heterogeneity across individuals for cross-sectional and panel (longitudinal) …
Testing the consistency of nested logit models with utility maximization
JA Herriges, CL Kling - Economics Letters, 1996 - Elsevier
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 …
logit models with stochastic utility maximization. A graphical analysis illustrates the extent to …
Incorporating variance and covariance heterogeneity in the generalized nested logit model: an application to modeling long distance travel choice behavior
FS Koppelman, V Sethi - Transportation Research Part B: Methodological, 2005 - Elsevier
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 …
Multinomial Logit (MNL) model leads to its infamous IIA property. Relaxation of the IID …
The random coefficients logit model is identified
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 …
been widely used in empirical choice analysis for the last thirty years. We prove that the …
[图书][B] An application of diagnostic tests for the independence from irrelevant alternatives property of the multinomial logit model
D McFadden, WB Tye, K Train - 1977 - onlinepubs.trb.org
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 …
irrelevant alternatives property of the multinomial log it model. Application of the tests is …