Discrete choice methods with simulation (Computer file, 2009) [WorldCat.org]
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Discrete choice methods with simulation
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Discrete choice methods with simulation

Author: Kenneth Train
Publisher: Cambridge ; New York Cambridge University Press 2009
Edition/Format:   Computer file : English : 2nd ed
Summary:
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety  Read more...
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Details

Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Kenneth Train
ISBN: 0521747384 0521766559 9780521747387 9780521766555 9780511805271 0511805276
OCLC Number: 839026301
Description: Online-Ressource (x, 388 Seiten) Illustrationen
Contents: Introduction. --
pt. I. Behavioral models. --
Properties of discrete choice models. --
Logit. --
GEV. --
Probit. --
Mixed logit. --
Variations on a theme. --
pt. II. Estimation. --
Numerical maximization. --
Drawing from densities. --
Simulation-assisted estimation. --
Individual-level parameters. --
Bayesian procedures. --
Endogeneity. --
EM algorithms.
Responsibility: Kenneth E. Train

Abstract:

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Each of the major models is covered including logit, generalized  Read more...

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