Using penalized likelihood to select parameters in a random coefficients multinomial logit model
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Publication:2658770
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Cites work
- Applied Welfare Economics with Discrete Choice Models
- Discrete Choice Methods with Simulation
- Likelihood approximation by numerical integration on sparse grids
- Penalized estimation of high-dimensional models under a generalized sparsity condition
- Shrinkage tuning parameter selection with a diverging number of parameters
- Simulation and the Asymptotics of Optimization Estimators
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
- Statistics for high-dimensional data. Methods, theory and applications.
- The Adaptive Lasso and Its Oracle Properties
- The positive semidefiniteness of partitioned matrices
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(13)- Variable selection in general multinomial logit models
- A convenient method for the estimation of the multinomial logit model with fixed effects
- Multiclass-penalized logistic regression
- Selecting amongst multinomial models: an apologia for normalized maximum likelihood
- On asymptotic size distortions in the random coefficients logit model
- Pretest estimation in the random parameters logit model
- The compactification of generalized linear models
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- Penalized multimodal mixture logit model
- Statistical inference of mode regression with adaptive Lasso
- Gaussian transforms modeling and the estimation of distributional regression functions
- The random coefficients logit model is identified
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