Refining analytic approximation based estimation of mixed multinomial probit models by parameter selection

DOI10.1007/S00184-023-00920-6MaRDI QIDQ6536765FDO

Authors Daniel Rodenburger

Publication date 13 May 2024

Published in Metrika (Search for Journal in Brave)

zbMATH Keywords

cross-validationdiscrete choice modelsparameter selectionanalytic approximationmixed multinomial probit

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• A review of interactive methods for multiobjective integer and mixed-integer programming
• Approximations to Multivariate Normal Rectangle Probabilities Based on Conditional Expectations
• Bayesian variable selection for probit mixed models applied to gene selection
• Bivariate conditioning approximations for multivariate normal probabilities
• Discrete Choice Methods with Simulation
• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
• Optimality of training/test size and resampling effectiveness in cross-validation
• Practical Genetic Algorithms

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