A Bayesian mixed logit-probit model for multinomial choice
From MaRDI portal
Publication:299457
DOI10.1016/j.jeconom.2008.09.029zbMath1429.62363MaRDI QIDQ299457
Martin Burda, Jerry A. Hausman, Matthew C. Harding
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.09.029
Dirichlet process prior; hierarchical latent class models; multinomial discrete choice model; non-conjugate priors
62G07: Density estimation
62F15: Bayesian inference
62M05: Markov processes: estimation; hidden Markov models
Related Items
Bayesian semiparametric modeling of realized covariance matrices, Hamiltonian sequential Monte Carlo with application to consumer choice behavior, Innovation, growth and aggregate volatility from a Bayesian nonparametric perspective, Investigating the effects of mailing variables and endogeneity on mailing decisions, Bayesian nonparametric mixed random utility models, A Poisson mixture model of discrete choice, The random coefficients logit model is identified, A Bayesian nonparametric approach to modeling market share dynamics, Constructive identification in some nonseparable discrete choice models, Nonseparable multinomial choice models in cross-section and panel data, Nonparametric estimation of the random coefficients model: an elastic net approach, Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity, Specification test on mixed logit models, Copula based factorization in Bayesian multivariate infinite mixture models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Bayesian analysis of the multinomial probit model using marginal data augmentation
- Modelling Heterogeneity With and Without the Dirichlet Process
- A semi-parametric Bayesian approach to the instrumental variable problem
- Bayesian semiparametric stochastic volatility modeling
- Exact mean integrated squared error
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- Ferguson distributions via Polya urn schemes
- Nonparametric Bayesian data analysis
- Prior distributions on spaces of probability measures
- Semiparametric Bayes analysis of longitudinal data treatment models
- A Bayesian analysis of some nonparametric problems
- A Nonparametric Bayesian Modeling Approach for Cytogenetic Dosimetry
- Bayesian Statistics and Marketing
- A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
- Estimating Normal Means with a Dirichlet Process Prior
- Discrete Choice Methods with Simulation
- Bayesian Density Estimation and Inference Using Mixtures
- Simultaneous inference for multiple testing and clustering via a Dirichlet process mixture model
- A new class of Bayesian semi-parametric models with applications to option pricing
- Semiparametric Bayesian Inference in Autoregressive Panel Data Models
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- Bayesian Semiparametric Isotonic Regression for Count Data
- Splitting and merging components of a nonconjugate Dirichlet process mixture model