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Multinomial logit models with implicit variable selection [PDF]
Advances in Data Analysis and Classification, 2013 Multinomial logit models which are most commonly used for the modeling of unordered multi-category responses are typically restricted to the use of few predictors. In the high-dimensional case maximum likelihood estimates frequently do not exist. In this paper we are developing a boosting technique called multinomBoost that performs variable selection ...
Zahid, Faisal Maqbool, Tutz, Gerhard
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Specification Tests for the Multinomial Logit Model [PDF]
Econometrica, 1984 In the paper we provide two sets of computationally convenient specification tests for the multinomial logit model. The first test is an application of the \textit{J. Hausman} [ibid. 46, 1251-1271 (1978; Zbl 0397.62043)] specification test procedure. The basic idea for the test here is to test the reverse implication of the independence from irrelevant
Hausman, Jerry, McFadden, Daniel
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General Deep Multinomial Logit Model
Computing and Informatics, 2022 Multinomial logit model (MNL) is by far the most widely used discrete choice model that is widely used to explain or predict a choice from a set of two or more discrete alternatives. MNL operates within a framework of the random utility model (RUM) in which the utility of an alternative perceived by an individual consists of two components: systematic ...
Su, Peng, Liu, Yuan, Zhao, Lingyun
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Journal of Statistical Software, 2017 This paper introduces the package gmnl in R for estimation of multinomial logit models with unobserved heterogeneity across individuals for cross-sectional and panel (longitudinal) data.
Mauricio Sarrias, Ricardo Daziano
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Estimating the Potential Modal Split of Any Future Mode Using Revealed Preference Data
Journal of Advanced Transportation, 2022 Mode choice behaviour is often modelled by discrete choice models, in which the utility of each mode is characterized by mode-specific parameters reflecting how strongly the utility of that mode depends on attributes such as travel speed and cost, and a ...
Gijsbert Koen de Clercq +3 more
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Multinomial logit random effects models [PDF]
Statistical Modelling, 2001 This article presents a general approach for logit random effects modelling of clustered ordinal and nominal responses. We review multinomial logit random effects models in a unified form as multivariate generalized linear mixed models. Maximum likelihood estimation utilizes adaptive Gauss-Hermite quadrature within a quasi-Newton maximization ...
Hartzel, Jonathan +2 more
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Bayesian Inference in the Multinomial Logit Model
Austrian Journal of Statistics, 2016 The multinomial logit model (MNL) possesses a latent variable representation in terms of random variables following a multivariate logistic distribution.
Sylvia Frühwirth-Schnatter +1 more
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Comparative Study of Logit and Weibit Model in Travel Mode Choice
IEEE Access, 2020 To quantify travel demand, it is necessary to understand the travelers' mode choice behavior. The Logit model is widely used in travel mode choice because of its closed form.
Dawei Li, Wentong Wu, Yuchen Song
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Testing the Multinomial Logit Model [PDF]
, 2000 A general test to check the adequateness of a regression model against nonparametric alternatives is presented. This test procedure is then applied to the well known multinomial logit model and its power is considered in a simulation study. Finally, the multinomial logit model is tested for a real scanner panel data set.
Bartels, K. +4 more
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Adequacy of multinomial logit model with nominal responses over binary logit model. [PDF]
, 2011 The aim of this study was to fit a multinomial logit model and check whether any gain achieved by this complicated model over binary logit model. It is quite common in practice, the categorical response have more than two levels.
Midi, Habshah +2 more
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