CLOGITHET: Stata module to estimate heteroscedastic conditional logit model

A Hole - 2009 - econpapers.repec.org
clogithet fits a heteroscedastic version of McFadden's conditional logit model. This model is
also referred to as the parametrised heteroscedastic multinomial logit model (Hensher et al …

[引用][C] Integrated Choice and Latent Variable Models: Holy Grail, or Not?

A Vij, JL Walker - International Choice Modelling Conference 2015, 2015

Bayesian posterior estimation of logit parameters with small samples

F Galindo-Garre, JK Vermunt… - … Methods & Research, 2004 - journals.sagepub.com
When the sample size is small compared to the number of cells in a contingency table,
maximum likelihood estimates of logit parameters and their associated standard errors may …

Using Firth's method for model estimation and market segmentation based on choice data

R Kessels, B Jones, P Goos - Journal of Choice Modelling, 2019 - Elsevier
Using maximum likelihood (ML) estimation for discrete choice modeling of small datasets
causes two problems. The first problem is that the data may exhibit separation, in which case …

Bayesian inference and model selection in latent class logit models with parameter constraints: an application to market segmentation

MS Oh, JW Choi, DG Kim - Journal of Applied Statistics, 2003 - Taylor & Francis
Latent class models have recently drawn considerable attention among many researchers
and practitioners as a class of useful tools for capturing heterogeneity across different …

[PDF][PDF] Multinomial logit models

Y So, WF Kuhfeld - SUGI 20 conference proceedings, 1995 - academia.edu
Multinomial logit models are used to model relationships between a polytomous response
variable and a set of regressor variables. The term “multinomial logit model” includes, in a …

[HTML][HTML] Attitudes and Latent Class Choice Models using Machine Learning

LT Lahoz, FC Pereira, G Sfeir, I Arkoudi… - Journal of choice …, 2023 - Elsevier
Abstract Latent Class Choice Models (LCCM) are extensions of discrete choice models
(DCMs) that capture unobserved heterogeneity in the choice process by segmenting the …

Discrete choice models with random parameters in R: The Rchoice package

M Sarrias - Journal of Statistical Software, 2016 - jstatsoft.org
Rchoice is a package in R for estimating models with individual heterogeneity for both cross-
sectional and panel (longitudinal) data. In particular, the package allows binary, ordinal and …

Computational methods for estimating multinomial, nested, and cross-nested logit models that account for semi-aggregate data

JP Newman, V Lurkin, LA Garrow - Journal of choice modelling, 2018 - Elsevier
We present a summary of important computational issues and opportunities that arise from
the use of semi-aggregate data (where the explanatory data for choice scenarios are not …

A random-coefficients logit brand-choice model applied to panel data

DC Jain, NJ Vilcassim… - Journal of Business & …, 1994 - Taylor & Francis
A random-coefficients logit model that allows for unobserved heterogeneity in brand
preferences and in the responses to marketing variables is empirically investigated using …