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Stochastic Prediction in Multinomial Logit Models
Management Science, 2000It is standard practice to form predictions from multinomial logit models by ignoring the estimation error associated with the parameter estimates and solving for the predicted endogeneous variable (market share) in terms of the exogenous variables and the point estimates of the parameters.
Arthur Hsu, Ronald T. Wilcox
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Logit and Probit: Ordered and Multinomial Models
Journal of the American Statistical Association, 2003(2003). Logit and Probit: Ordered and Multinomial Models. Journal of the American Statistical Association: Vol. 98, No. 463, pp. 775-776.
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2004
Le modèle logit à coefficients aléatoires est le modèle le plus prometteur parmi les modèles de choix discrets. Il généralise le modèle logit multinomial standard et utilise des méthodes de simulation pour l'estimation du modèle. De plus, il permet d'estimer la distribution des propensions marginales à payer.
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Le modèle logit à coefficients aléatoires est le modèle le plus prometteur parmi les modèles de choix discrets. Il généralise le modèle logit multinomial standard et utilise des méthodes de simulation pour l'estimation du modèle. De plus, il permet d'estimer la distribution des propensions marginales à payer.
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Tests for the multinomial logit model [PDF]
Stata Technical Bulletin, 2001 Jeremy Freese, J. Scott Long
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Robust Assortment Optimization in Revenue Management Under the Multinomial Logit Choice Model
Operations Research, 2012Paat Rusmevichientong +1 more
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A Note on the Estimation of the Multinomial Logit Model With Random Effects
American Statistician, 2001Lynn Kuo, Zhen Chen
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