Results 11 to 20 of about 20,009 (303)

Multinomial logit models with implicit variable selection [PDF]

open access: yesAdvances 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 ...
Faisal Maqbool Zahid, Gerhard Tutz 0001
openaire   +3 more sources

Testing the Multinomial Logit Model [PDF]

open access: yes, 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
openaire   +7 more sources

Specification Tests for the Multinomial Logit Model [PDF]

open access: yesEconometrica, 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
openaire   +1 more source

Optimal model averaging estimator for multinomial logit models

open access: yesStatistical Theory and Related Fields, 2022
In this paper, we study optimal model averaging estimators of regression coefficients in a multinomial logit model, which is commonly used in many scientific fields.
Rongjie Jiang, Liming Wang, Yang Bai
doaj   +1 more source

Learning to Rank under Multinomial Logit Choice [PDF]

open access: yesJ. Mach. Learn. Res., 2020
updated with new material including regret bound for unknown position bias ...
James A. Grant, David S. Leslie
openaire   +4 more sources

Exploring Influencing Factors of Intercity Mode Choice from View of Entire Travel Chain

open access: yesJournal of Advanced Transportation, 2021
Exploring the influencing factors of intercity travel mode choice can reveal passengers’ travel decision mechanisms and help traffic departments to develop an effective demand management policy.
Xiaowei Li   +4 more
doaj   +1 more source

General Deep Multinomial Logit Model

open access: yesComputing 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
openaire   +2 more sources

Multinomial Logit Models with Continuous and Discrete Individual Heterogeneity in R: The gmnl Package

open access: yesJournal 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
doaj   +1 more source

Identifiability of Finite Mixtures of Multinomial Logit Models with Varying and Fixed Effects [PDF]

open access: yes, 2008
Conditional logit, Finite mixture, Identifiability, Multinomial logit, Unobserved heterogeneity,
Bettina Grün   +3 more
core   +1 more source

Estimating the Potential Modal Split of Any Future Mode Using Revealed Preference Data

open access: yesJournal 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
doaj   +1 more source

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