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Relaxing the IIA Assumption in Locational Choice Models: A Comparison Between Conditional Logit, Mixed Logit, and Multinomial Probit Models

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Author Info
Dahlberg, Matz () (Department of Economics)
Eklöf, Matias () (Department of Economics)

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Abstract

This paper estimates a locational choice model to assess the demand for local public services, using a data set where individuals chooses between 26 municipalities within a local labor market. We assess the importance of the IIA assumption by comparing the predictions of three difference models; the conditional logit (CL) model, the mixed logit (MXL) model, and the multinomial probit (MNP) model. Our main finding is that a MXL or a MNP estimator leads to exactly the same conclusions as the traditional CL estimator. That is, given the data used here, the IIA assumption, and hence the use of a CL estimator, seems to be valid when estimating Tiebout-related migration. The only instance when we get somewhat different results when using the MXL or MNP estimator compared with the CL estimator is when we have a too parsimonious model. One possible hypothesis explaining this result is that omitted variables are captured by the distribution parameters of the coeffcients of the included variables, leading to the false conclusion that the coefficients are not fixed. This hypothesis is supported by the results from a Monte Carlo investigation.

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Paper provided by Uppsala University, Department of Economics in its series Working Paper Series with number 2003:9.

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Length: 24 pages
Date of creation: 09 Feb 2003
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Handle: RePEc:hhs:uunewp:2003_009

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Postal: Department of Economics, Uppsala University, P. O. Box 513, SE-751 20 Uppsala, Sweden
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Related research
Keywords: Locational choice; Tiebout migration; Mixed logit; Multinomial probit;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models
H72 - Public Economics - - State and Local Government; Intergovernmental Relations - - - State and Local Budget and Expenditures
H73 - Public Economics - - State and Local Government; Intergovernmental Relations - - - Interjurisdictional Differentials and Their Effects

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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.:
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  2. David Revelt & Kenneth Train, 1998. "Mixed Logit With Repeated Choices: Households' Choices Of Appliance Efficiency Level," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 647-657, November. [Downloadable!] (restricted)
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  5. Bergstrom, Theodore C & Goodman, Robert P, 1973. "Private Demands for Public Goods," American Economic Review, American Economic Association, vol. 63(3), pages 280-96, June.
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  6. Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996. "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 85-134. [Downloadable!] (restricted)
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  7. 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!]
  8. Dahlberg, M. & Fredriksson, P., 2001. "Migration and Local Public Services," Papers 2001-12, Uppsala - Working Paper Series.
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  9. Nechyba, Thomas J. & Strauss, Robert P., 1998. "Community choice and local public services: A discrete choice approach," Regional Science and Urban Economics, Elsevier, vol. 28(1), pages 51-73, January. [Downloadable!] (restricted)
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  10. Brownstone, David & Train, Kenneth, 1998. "Forecasting new product penetration with flexible substitution patterns," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 109-129, November. [Downloadable!] (restricted)
  11. Bergstrom, Theodore C & Rubinfeld, Daniel L & Shapiro, Perry, 1982. "Micro-Based Estimates of Demand Functions for Local School Expenditures," Econometrica, Econometric Society, vol. 50(5), pages 1183-1205, September. [Downloadable!] (restricted)
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  12. Yinger, John, 1982. "Capitalization and the Theory of Local Public Finance," Journal of Political Economy, University of Chicago Press, vol. 90(5), pages 917-43, October. [Downloadable!] (restricted)
  13. Borsch-Supan, Axel & Hajivassiliou, Vassilis A., 1993. "Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models," Journal of Econometrics, Elsevier, vol. 58(3), pages 347-368, August. [Downloadable!] (restricted)
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Cited by:
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  1. Blomquist, Sören & Christiansen, Vidar, 2004. "Taxation and Heterogeneous Preferences," Working Paper Series 2004:9, Uppsala University, Department of Economics. [Downloadable!]
    Other versions:
  2. Aronsson, Thomas & Blomquist, Sören, 2004. "Redistribution and Provision of Public Goods in an Economic Federation," Working Paper Series 2004:4, Uppsala University, Department of Economics. [Downloadable!]
    Other versions:
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