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Halton Sequences for Mixed Logit

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Author Info
Kenneth Train (Department of Economics, University of California, Berkeley)

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Abstract

The simulation variance in the estimation of mixed logit parameters is found, in our application, to be lower with 100 Halton draws than with 1000 random draws. This finding confirms Bhat's (1999a) results and implies significant reduction in run times for mixed logit estimation. Further investigation is needed to assure that the result is not quixotic or masking other issues.

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File URL: http://repositories.cdlib.org/cgi/viewcontent.cgi?article=1035&context=iber/econ
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Publisher Info
Paper provided by Department of Economics, Institute for Business and Economic Research, UC Berkeley in its series Department of Economics, Working Paper Series with number 1035.

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Date of creation: 05 May 2000
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Handle: RePEc:cdl:econwp:1035

Note: oai:cdlib1:iber/econ-1035
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Related research
Keywords: mixed logit; Halton;

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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. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470. [Downloadable!]
  2. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441 Elsevier. [Downloadable!] (restricted)
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This page was last updated on 2009-11-19.

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