EBA与嵌套Logit模型之间的关系

Relation Between EBA and Nested Logit Models

Operations Research · 2017
被引 8
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中文导读

证明消除属性法(EBA)是嵌套Logit和交叉嵌套Logit模型的推广,后者等价于EBA的特例——偏好树;当效用依赖协变量时,两者转换复杂,并讨论了估计、检验和数据收集问题。

Abstract

We show that elimination by aspects (EBA) generalizes nested logit and cross-nested logit models. The latter two models are equivalent to a special case of EBA called preference trees. The transformations between preference trees and nested logit models become more complex when the utilities of alternatives are functions of covariates. In this case, a simple model in one domain corresponds to a complex model in the other. An extended EBA model, in which the utilities of alternatives are functions of covariates, represents a two-stage choice process. Alternatives are first screened using a probabilistic lexicographic rule and then compared in terms of their compensatory utilities. We provide a typology of the relations between EBA and other logit models, and we discuss issues concerning estimation, statistical testing, and data collection. We describe an application illustrating (1) the process of constructing a preference tree with covariates and (2) the different implications obtained from a preference tree and a comparable nested logit model.

计量经济学离散选择模型偏好树统计建模