Testing the sequential logit model against the nested logit model

D Nagakura, M Kobayashi - The Japanese Economic Review, 2009 - Springer
In this paper, we show that the sequential logit (SL) model, in which a choice process is
characterized as a sequence of independent multinomial logit models, is a limiting case of …

A convenient method for the estimation of the multinomial logit model with fixed effects

X D'Haultfœuille, A Iaria - Economics Letters, 2016 - Elsevier
The conditional maximum likelihood estimator of the fixed-effect logit model suffers from a
curse of dimensionality that may have severely limited its use in practice. As the number of …

A note on the nonstationary binary choice logit model

E Guerre, HR Moon - Economics Letters, 2002 - Elsevier
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Specification tests for the multinomial logit model

J Hausman, D McFadden - Econometrica: Journal of the econometric …, 1984 - JSTOR
Discrete choice models are now used in a variety of situations in applied econometrics. By
far the model specification which is used most often is the multinomial logit model. Yet it is …

The random coefficients logit model is identified

JT Fox, K il Kim, SP Ryan, P Bajari - Journal of Econometrics, 2012 - Elsevier
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 …

Sequential and full information maximum likelihood estimation of a nested logit model

DA Hensher - The Review of Economics and Statistics, 1986 - JSTOR
Sequential estimation of a nested logit model is in general not an empirically desirable
procedure, either as an alternative to full information maximum likelihood (FIML) estimation …

Specification test on mixed logit models

J Hahn, J Hausman, J Lustig - Journal of econometrics, 2020 - Elsevier
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A bootstrap-based minimum bias maximum simulated likelihood estimator of Mixed Logit

AG Tsagkanos - Economics Letters, 2007 - Elsevier
A bootstrap-based minimum bias maximum simulated likelihood estimator of Mixed Logit -
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Logit models of individual choice

T Magnac - Microeconometrics, 2010 - Springer
The logit function is the reciprocal function to the sigmoid logistic function. It maps the
interval 0, 1 into the real line and is written as 1 logit (p)= ln (p/(1− p)). logit\left …

[引用][C] Pooling states in the multinomial logit model

JS Cramer, G Ridder - Journal of econometrics, 1991 - Elsevier
Pooling states in the multinomial logit model Page 1 Journal of Econometrics 47 (1991) 267-272.
North-Holland Pooling states in the multinomial logit model JS Cramer Uniuersity of …