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Strategic sampling for large choice sets in estimation and application

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  • Lemp, Jason D.
  • Kockelman, Kara M.

Abstract

Many discrete choice contexts in transportation deal with large choice sets, including destination, route, and vehicle choices. Model estimation with large numbers of alternatives remains computationally expensive. In the context of the multinomial logit (MNL) model, limiting the number of alternatives in estimation by simple random sampling (SRS) yields consistent parameter estimates, but estimator efficiency suffers. In the context of more general models, such as the mixed MNL, limiting the number of alternatives via SRS yields biased parameter estimates. In this paper, a new, strategic sampling scheme is introduced, which draws alternatives in proportion to updated choice-probability estimates. Since such probabilities are not known a priori, the first iteration uses SRS among all available alternatives. The sampling scheme is implemented here for a variety of simulated MNL and mixed-MNL data sets, with results suggesting that the new sampling scheme provides substantial efficiency benefits. Thanks to reductions in estimation error, parameter estimates are more accurate, on average. Moreover, in the mixed MNL case, where SRS produces biased estimates (due to violation of the independence of irrelevant alternatives property), the new sampling scheme appears to effectively eliminate such biases. Finally, it appears that only a single iteration of the new strategy (following the initialization step using SRS) is needed to deliver the strategy’s maximum efficiency gains.

Suggested Citation

  • Lemp, Jason D. & Kockelman, Kara M., 2012. "Strategic sampling for large choice sets in estimation and application," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(3), pages 602-613.
    • Handle: RePEc:eee:transa:v:46:y:2012:i:3:p:602-613
    DOI: 10.1016/j.tra.2011.11.004
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    References listed on IDEAS

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    Cited by:

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    2. Leite Mariante, Gabriel & Ma, Tai-Yu & Van Acker, Véronique, 2018. "Modeling discretionary activity location choice using detour factors and sampling of alternatives for mixed logit models," Journal of Transport Geography, Elsevier, vol. 72(C), pages 151-165.
    3. Takanori Sakai & B. K. Bhavathrathan & André Alho & Tetsuro Hyodo & Moshe Ben-Akiva, 2020. "Commodity flow estimation for a metropolitan scale freight modeling system: supplier selection considering distribution channel using an error component logit mixture model," Transportation, Springer, vol. 47(2), pages 997-1025, April.
    4. Clifton, Kelly J. & Singleton, Patrick A. & Muhs, Christopher D. & Schneider, Robert J., 2016. "Representing pedestrian activity in travel demand models: Framework and application," Journal of Transport Geography, Elsevier, vol. 52(C), pages 111-122.
    5. Berjisian, Elmira & Habibian, Meeghat, 2019. "Developing a pedestrian destination choice model using the stratified importance sampling method," Journal of Transport Geography, Elsevier, vol. 77(C), pages 39-47.
    6. Clifton, Kelly J. & Singleton, Patrick A. & Muhs, Christopher D. & Schneider, Robert J., 2016. "Development of destination choice models for pedestrian travel," Transportation Research Part A: Policy and Practice, Elsevier, vol. 94(C), pages 255-265.
    7. C. Angelo Guevara & Caspar G. Chorus & Moshe E. Ben-Akiva, 2016. "Sampling of Alternatives in Random Regret Minimization Models," Transportation Science, INFORMS, vol. 50(1), pages 306-321, February.
    8. Guevara, C. Angelo & Ben-Akiva, Moshe E., 2013. "Sampling of alternatives in Logit Mixture models," Transportation Research Part B: Methodological, Elsevier, vol. 58(C), pages 185-198.
    9. Ren, Xiyuan & Chow, Joseph Y.J., 2022. "A random-utility-consistent machine learning method to estimate agents’ joint activity scheduling choice from a ubiquitous data set," Transportation Research Part B: Methodological, Elsevier, vol. 166(C), pages 396-418.
    10. Rezaei, Ali & Patterson, Zachary, 2018. "Preference stability in household location choice: Using cross-sectional data from three censuses," Research in Transportation Economics, Elsevier, vol. 67(C), pages 44-53.
    11. Agimass, Fitalew & Lundhede, Thomas & Panduro, Toke Emil & Jacobsen, Jette Bredahl, 2018. "The choice of forest site for recreation: A revealed preference analysis using spatial data," Ecosystem Services, Elsevier, vol. 31(PC), pages 445-454.
    12. Bart Capéau & André Decoster & Gijs Dekkers, 2016. "Estimating and Simulating with a Random Utility Random Opportunity Model of Job Choice Presentation and Application to Belgium," International Journal of Microsimulation, International Microsimulation Association, vol. 9(2), pages 144-191.
    13. Mohammad Nurul Hassan & Taha Hossein Rashidi & Neema Nassir, 2021. "Consideration of different travel strategies and choice set sizes in transit path choice modelling," Transportation, Springer, vol. 48(2), pages 723-746, April.

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