Running head: Multinomial choice models By Paul L. Speckman, Jaeyong Lee and...  Home/Search
Context
Related
| duke.edu/WorkingPapers/9919.ps Cached: PDF This document uses CoBlitz to cache paper downloads. If your firewall is blocking outgoing connections to port 3125, you can use these links to download local copies.
PS.gz PS Image Update HelpFrom: duke.edu/WorkingPapers/ (more) (Enter author homepages) |
Rate this article:      (best)Comment on this article |
Abstract: This paper examines necessary and sufficient conditions for the existence of Maximum Likelihood Estimates (MLE) and the propriety of the posterior under a bounded improper prior density for a wide class of discrete (or multinomial) choice models. The choice models are based on the principle of utility maximization. Our results cover a wide class of latent variable distributions defining the utility, including in particular multinomial logistic and probit classification and choice models as... (Update)
Similar documents (at the sentence level):
45.6%: Existence of the MLE and propriety of posteriors for a.. - Speckman, Lee, Sun (1999) (Correct)
38.8%: Existence of the MLE and propriety of posteriors - For General Multinomial (Correct)
Active bibliography (related documents): More All
0.5: A Random Effects Multinomial Probit Model of Car Ownership.. - Nobile, Bhat, Pas (1996) (Correct)
0.4: Simulated Maximum Likelihood via the GHK Simulator: An.. - Lawrence (1997) (Correct)
0.3: Bayesian Analysis of Ordered Categorical Data from Industrial .. - Chipman, Hamada (1995) (Correct)
Similar documents based on text: More All
0.6: Bayesian Analysis of the Model Using Marginal Multinomial.. - Imai, van Dyk (2002) (Correct)
0.5: A Bayesian analysis of the multinomial probit model with . . . - McCulloch, al. (2000) (Correct)
0.4: Unknown - (Correct)
BibTeX entry: (Update)
@misc{ multinomial-existence,
author = "Running Head Multinomial",
title = "Existence of the MLE and propriety of posteriors for a general multinomial
choice model",
url = "citeseer.ist.psu.edu/401472.html" }
Citations (may not include all citations):466 Probability and Measure (context) - Billingsley - 1995
424 Sampling based approaches to calculating marginal densities (context) - Gelfand, Smith - 1990
227 An Introduction to Multivariate Statistical Analysis (context) - Anderson - 1984
91 Adaptive rejection sampling for Gibbs sampling (context) - Gilks, Wild - 1992
82 Bayesian analysis of binary and polychotomous response data (context) - Albert, Chib - 1993
66 Theory of Statistics (context) - Schervish - 1995
31 A method of simulated moments for estimation of discrete res.. (context) - McFadden - 1989
17 Discrete Choice Theory of Product Differentiation (context) - Anderson, de Palma et al. - 1992
15 The effect of improper priors on Gibbs sampling in hierarchi.. (context) - Hobert, Casella - 1996
15 Discrete Choice Analysis: Theory and Application to Travel D.. (context) - Ben-Akiva, Lerman - 1985
14 Efficient simulation from the multivariate normal and Studen.. - Geweke - 1991
13 A computationally practical simulation estimator for Panel d.. (context) - Keane - 1994
13 Econometric analysis of qualitative response models (context) - McFadden - 1984
12 the existence and uniqueness of the maximum likelihood estim.. (context) - Wedderburn - 1976
11 An exact likelihood analysis of the multinomial probit model (context) - McCulloch, Rossi - 1994
8 the existence of maximum likelihood estimates in logistic re.. (context) - Albert, Anderson - 1984
6 Alternative computational approaches to inference in the mul.. (context) - Geweke, Keane et al. - 1994
5 Posterior distribution of hierarchical models using CAR - Sun, Tsutakawa et al. - 1999
4 A hybrid Markov chain for the Bayesian analysis of the multi.. (context) - Nobile - 1995
3 the existence and uniqueness of maximum likelihood estimates.. (context) - Siu-Keung - 1986
3 The maximum likelihood (context) - Amemiya - 1976
3 Discrete choice theory (context) - Assoc, Anas - 1983
2 Existence of maximum likelihood estimates in regression mode.. (context) - Silvapulle, Burridge - 1986
2 Fundamentals of Convex Analysis (context) - Panik - 1993
2 Analysis of the Posterior for Spline Estimators (context) - Rahnavan, Cox - 1995
2 Log-linear models for frequency tables derived by indirect o.. (context) - Haberman - 1974
2 Principles of Functional Analysis (context) - Schecter - 1971
2 the existence of maximum likelihood estimators for the binom.. (context) - Silvapulle - 1981
2 Analysis of multinomial probit models (context) - Chib, Greenberg - 1998
Documents on the same site (http://ftp.isds.duke.edu/WorkingPapers/): More
Validating Bayesian Prediction Models: a Case Study.. - Iversen, Jr.. (1998) (Correct)
Analysis of Hospital Quality Monitors Using Hierarchical Time.. - Aguilar, West (1998) (Correct)
Combined Parameter and State Estimation in Simulation-Based.. - Liu, West (2000) (Correct)
Online articles have much greater impact More about CiteSeer.IST Add search form to your site Submit documents Feedback
CiteSeer.IST - Copyright Penn State and NEC