备选方案特定变量变化最小时离散选择模型的估计

ESTIMATION OF DISCRETE CHOICE MODELS WITH MINIMAL VARIATION OF ALTERNATIVE-SPECIFIC VARIABLES

Econometric Reviews · 2002
被引 9
人大 A-ABS 3

中文导读

论文给出了离散选择Logit模型中解释变量变化最小的条件,使得系数向量的最大似然估计唯一,并讨论了几乎所有个体观测到相同备选方案特定变量时的情形,对实验设计有参考价值。

Abstract

The paper states conditions for minimal variation within the explanatory variables such that the maximum likelihood estimate of the coefficient vector in the discrete choice logit model is unique. Special emphasis is given to the case that (almost) all individuals observe the same set of alternative-specific explanatory variables. The aspect of ‘experimental design’ in discrete choice models is discussed.

离散选择模型最大似然估计实验设计替代特定变量