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Investigating the competitive assumption of Multinomial Logit models of brand choice by nonparametric modeling

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Author Info
Makoto Abe
Yasemin Boztug
Lutz Hildebrandt

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File URL: http://hdl.handle.net/10.1007/BF02753916
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Publisher Info
Article provided by Springer in its journal Computational Statistics.

Volume (Year): 19 (2004)
Issue (Month): 4 (December)
Pages: 635-657
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Handle: RePEc:spr:compst:v:19:y:2004:i:4:p:635-657

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Related research
Keywords: nonparametric method; generalized additive models; brand choice; IIA; multinomial logit model; scanner panel data;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. McFadden, Daniel, 1989. "A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration," Econometrica, Econometric Society, vol. 57(5), pages 995-1026, September. [Downloadable!] (restricted)
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  2. J. P. Nielsen & O. B. Linton, . "An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models," Sonderforschungsbereich 373 1996-88, Humboldt Universitaet Berlin.
  3. Abe, Makoto, 1999. "A Generalized Additive Model for Discrete-Choice Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 271-84, July.
  4. McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240. [Downloadable!] (restricted)
  5. Hausman, Jerry & McFadden, Daniel, 1984. "Specification Tests for the Multinomial Logit Model," Econometrica, Econometric Society, vol. 52(5), pages 1219-40, September. [Downloadable!] (restricted)
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  1. Thomas Kneib & Bernhard Baumgartner & Winfried Steiner, 2007. "Semiparametric multinomial logit models for analysing consumer choice behaviour," AStA Advances in Statistical Analysis, Springer, vol. 91(3), pages 225-244, October. [Downloadable!] (restricted)
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