A microeconomic interpretation of the maximum entropy estimator of multinomial logit models and its equivalence to the maximum likelihood estimator
DOI10.3390/E12102077zbMATH Open1229.62154OpenAlexW1968204019MaRDI QIDQ657492FDOQ657492
Authors: Pedro Donoso, Louis De Grange
Publication date: 9 January 2012
Published in: Entropy (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/e12102077
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Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Applications of statistics to economics (62P20) Generalized linear models (logistic models) (62J12)
Cites Work
- Information Theoretic Approaches to Inference in Moment Condition Models
- Information indices: Unification and applications.
- Information and entropy econometrics -- editor's view.
- Formulation and estimation of combined network equilibrium models with applications to Stockholm
- Linearly-Constrained Entropy Maximization Problem with Quadratic Cost and Its Applications to Transportation Planning Problems
- Network Equilibrium Models with Combined Modes
- Title not available (Why is that?)
Cited In (5)
- An improved Stirling approximation for trip distribution models
- A maximum entropy fixed-point route choice model for route correlation
- A maximum entropy estimator for the aggregate hierarchical logit model
- A logit model with endogenous explanatory variables and network externalities
- Marginal-sum and maximum-likelihood estimation in a multiplicative tariff
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