Parameter estimation in multivariate logit models with many binary choices

DOI10.1080/07474938.2015.1093780MaRDI QIDQ5862485zbMATH OpenOpenAlexFDO

Authors Koen Bel, Dennis Fok, Richard Paap

Publication date 9 March 2022

Published in Econometric Reviews (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/07474938.2015.1093780

zbMATH Keywords

composite likelihoodgeneralized method of momentsmultivariate logit modelstratified importance sampling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 5849508 (Why is no real title available?)
• scientific article; zbMATH DE number 4100431 (Why is no real title available?)
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 795293 (Why is no real title available?)
• An Optimum Property of Regular Maximum Likelihood Estimation
• Composite likelihood estimation for multivariate probit latent traits models
• Large Sample Properties of Generalized Method of Moments Estimators
• Modelling multivariate binary data with alternating logistic regressions
• Models for discrete longitudinal data.

Cited in

(11)

• Using penalized likelihood to select parameters in a random coefficients multinomial logit model
• Relevance of dynamic variables in multicategory choice models
• Estimation of a binary choice model with grouped choice data
• A self-consistency approach to multinomial logit model with random effects
• Inferring Preferences in Multiple Criteria Decision Analysis Using a Logistic Regression Model
• Approximate inference for the multinomial logit model
• A multivariate discrete choice method based on inequality restrictions
• A convenient method for the estimation of the multinomial logit model with fixed effects
• Bayesian information criterion approximations to Bayes factors for univariate and multivariate logistic regression models
• Efficient Bayesian analysis of multivariate aggregate choices
• Multinomial Logit Processes and Preference Discovery: Inside and Outside the Black Box

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Uses Software

• mdraws

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