A Bayesian analysis of nested logit models

DOI10.1016/0304-4076(95)01775-5zbMATH Open0876.62022OpenAlexW2016157126MaRDI QIDQ1126471FDOQ1126471

Dale J. Poirier

Publication date: 1 December 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01775-5

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zbMATH Keywords

priordiscrete choicenested logit modelsqualitative choicerandom utility maximization

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12)

Cites Work

• Tests of specification in econometrics
• Specification Tests for the Multinomial Logit Model
• Bayesian analysis of dichotomous quantal response models
• On the compatibility of nested logit models with utility maximization
• Bayesian analysis of logit models using natural conjugate priors
• Jeffreys' prior for logit models

Cited In (5)

• Fitting logistic multilevel models with crossed random effects via Bayesian Integrated Nested Laplace Approximations: a simulation study
• Bayesian analysis of nested logit model by Markov chain Monte Carlo.
• A Bayesian analysis of tree structure specification in nested logit models
• A greedy algorithm for the two-level nested logit model
• Testing the consistency of nested logit models with utility maximization

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