The Estimation of Multinomial Probit Models: A New Calibration Algorithm

DOI10.1287/TRSC.23.4.253MaRDI QIDQ3197180zbMATH OpenOpenAlexFDO

Authors Wagner A. Kamakura

Publication date 1989

Published in Transportation Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/trsc.23.4.253

zbMATH Keywords

approximation to the cumulative multivariate normalcalibration algorithmcomputation of choice probabilitiesestimation of multinomial probit models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to social sciences (62P25)

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(17)

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• Efficient estimation of probit models with correlated errors
• The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model
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• Maximum Likelihood Estimation of Probabilistic Choice Models
• Parameter estimation in multivariate logit models with many binary choices
• Approximations of choice probabilities in mixed logit models
• Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
• A Bayesian approach to the spatial representation of market structure from consumer choice data
• Parameter-expanded data augmentation for analyzing multinomial probit models
• A study on network design problems for multi-modal networks by probit-based stochastic user equilibrium
• Some results on an approximation to joint distributions of utility functions
• Rules of thumb for comparing multinomial logit and multinomial probit coefficients
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• A Monte Carlo EM method for estimating multinomial probit models.
• Multinomial probit estimation without nuisance parameters

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