Maximum Likelihood Estimation of Probabilistic Choice Models

DOI10.1137/0908006zbMath0633.65148OpenAlexW2013077898MaRDI QIDQ3771586

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

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

Related Items (2)

Data‐driven research in retail operations—A review ⋮ Numerical algorithms for constrained maximum likelihood estimation

Uses Software

• Algorithm 611

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