具有最小备选方案特定变量变异的离散选择模型估计

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

Econometric Reviews · 2002
被引 0
人大 A-ABS 3

中文导读

给出了离散选择Logit模型中解释变量变异最小的条件,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察到相同备选方案特定变量时的实验设计问题。

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备择特定变量实验设计