Maximum Likelihood Estimation of Probabilistic Choice Models

DOI10.1137/0908006MaRDI QIDQ3771586zbMATH OpenOpenAlexFDO

Authors David S. Bunch

Publication date 1987

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0908006

zbMATH Keywords

maximum likelihood estimatorsmultinomial logitgeneral regressionprobabilistic choice modelmodel switching

Mathematics Subject Classification ID

General nonlinear regression (62J02) Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Foundations and philosophical topics in statistics (62A01)

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Cited in

(29)

• Data‐driven research in retail operations—A review
• Analysis of choice behaviour via probabilistic ideal point and vector models
• Estimation of a binary choice model with grouped choice data
• Marginal Maximum Likelihood Analyses of Individual Differences in Additivity and Judgmental Criteria for Categorical Rating Data and Decision Making Data
• scientific article; zbMATH DE number 3965301 (Why is no real title available?)
• The 2013 Lawrence R. Klein lecture: behavioral and descriptive forms of choice models
• A gradient descent method for estimating the Markov chain choice model
• A maximum entropy estimator for the aggregate hierarchical logit model
• Parameter estimation in multivariate logit models with many binary choices
• Testing probabilistic models of choice using column generation
• scientific article; zbMATH DE number 3878214 (Why is no real title available?)
• Maximum likelihood estimation of input demand models with fixed costs of adjustment
• Probabilistic forecasting with discrete choice models: evaluating predictions with pseudo-coefficients of determination
• scientific article; zbMATH DE number 5781981 (Why is no real title available?)
• An alternative explanation for the logit form probabilistic choice model from the equal likelihood hypothesis
• Technical note: An expectation-maximization method to estimate a rank-based choice model of demand
• ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS
• Some results on an approximation to joint distributions of utility functions
• Numerical algorithms for constrained maximum likelihood estimation
• Exact computation of max weighted score estimators
• scientific article; zbMATH DE number 2159448 (Why is no real title available?)
• ESTIMATION OF DISCRETE CHOICE MODELS WITH MINIMAL VARIATION OF ALTERNATIVE-SPECIFIC VARIABLES
• The Estimation of Multinomial Probit Models: A New Calibration Algorithm
• A HYBRID GENETIC ALGORITHM FOR THE MAXIMUM LIKELIHOOD ESTIMATION OF MODELS WITH MULTIPLE EQUILIBRIA: A FIRST REPORT
• Maximum likelihood solutions for multicriterial choice problems
• Economic interpretation of probabilities estimated by maximum likelihood or score
• Predicting multinomial choices using maximum entropy.
• An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling
• Maximum likelihood and minimum information estimation of allocation models with fat-tailed error distributions

Describes a project that uses

Uses Software

• Algorithm 611

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