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A practical test for the choice of mixing distribution in discrete choice models

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  • Fosgerau, Mogens
  • Bierlaire, Michel

Abstract

The choice of a specific distribution for random parameters of discrete choice models is a critical issue in transportation analysis. Indeed, various pieces of research have demonstrated that an inappropriate choice of the distribution may lead to serious bias in model forecast and in the estimated means of random parameters. In this paper, we propose a practical test, based on seminonparametric techniques. The test is analyzed both on synthetic and real data, and is shown to be simple and powerful.

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File URL: http://mpra.ub.uni-muenchen.de/42276/
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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 42276.

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Date of creation: 2007
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Handle: RePEc:pra:mprapa:42276

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Keywords: Mixed logit; Random parameters; Nonparametric; Seminonparametric; Hypothesis testing;

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  1. Bhat, Chandra R. & Castelar, Saul, 2002. "A unified mixed logit framework for modeling revealed and stated preferences: formulation and application to congestion pricing analysis in the San Francisco Bay area," Transportation Research Part B: Methodological, Elsevier, vol. 36(7), pages 593-616, August.
  2. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521586115, April.
  3. Brownstone, David & Bunch, David S & Train, Kenneth, 1999. "Joint mixed logit models of stated and revealed preferences for alternative-fuel vehicles," University of California Transportation Center, Working Papers qt45f996hh, University of California Transportation Center.
  4. David Hensher & William Greene, 2003. "The Mixed Logit model: The state of practice," Transportation, Springer, vol. 30(2), pages 133-176, May.
  5. Klein, R.W. & Spady, R.H., 1991. "An Efficient Semiparametric Estimator for Binary Response Models," Papers 70, Bell Communications - Economic Research Group.
  6. Mogens Fosgerau, 2005. "Unit income elasticity of the value of travel time savings," Urban/Regional 0508007, EconWPA.
  7. Hess, Stephane & Train, Kenneth E. & Polak, John W., 2006. "On the use of a Modified Latin Hypercube Sampling (MLHS) method in the estimation of a Mixed Logit Model for vehicle choice," Transportation Research Part B: Methodological, Elsevier, vol. 40(2), pages 147-163, February.
  8. Brownstone, David & Small, Kenneth A., 2005. "Valuing time and reliability: assessing the evidence from road pricing demonstrations," Transportation Research Part A: Policy and Practice, Elsevier, vol. 39(4), pages 279-293, May.
  9. Philip A. Viton, 2004. "Will Mixed Logit Change Urban Transport Policies?," Journal of Transport Economics and Policy, London School of Economics and University of Bath, vol. 38(3), pages 403-423, September.
  10. Frejinger, E. & Bierlaire, M., 2007. "Capturing correlation with subnetworks in route choice models," Transportation Research Part B: Methodological, Elsevier, vol. 41(3), pages 363-378, March.
  11. Fosgerau, Mogens, 2006. "Investigating the distribution of the value of travel time savings," Transportation Research Part B: Methodological, Elsevier, vol. 40(8), pages 688-707, September.
  12. Kenneth E. Train, 1998. "Recreation Demand Models with Taste Differences over People," Land Economics, University of Wisconsin Press, vol. 74(2), pages 230-239.
  13. Greene, William H. & Hensher, David A. & Rose, John, 2006. "Accounting for heterogeneity in the variance of unobserved effects in mixed logit models," Transportation Research Part B: Methodological, Elsevier, vol. 40(1), pages 75-92, January.
  14. Small, Kenneth A. & Winston, Clifford & Yan, Jia, 2005. "Uncovering the Distribution of Motorists' Preferences for Travel Time and Reliability," Working paper 179, Regulation2point0.
  15. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555, April.
  16. 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.
  17. Algers, S. & Bergstrom, P. & Dahlberg, M. & Dillen, J.L., 1998. "Mixed Logit Estimation of the Value of Travel Time," Papers 1998:15, Uppsala - Working Paper Series.
  18. Hess, Stephane & Bierlaire, Michel & Polak, John W., 2005. "Estimation of value of travel-time savings using mixed logit models," Transportation Research Part A: Policy and Practice, Elsevier, vol. 39(2-3), pages 221-236.
  19. 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.
  20. Horowitz, Joel L., 1993. "Semiparametric estimation of a work-trip mode choice model," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 49-70, July.
  21. Fosgerau, Mogens, 2007. "Using nonparametrics to specify a model to measure the value of travel time," Transportation Research Part A: Policy and Practice, Elsevier, vol. 41(9), pages 842-856, November.
  22. Gallant, A Ronald & Nychka, Douglas W, 1987. "Semi-nonparametric Maximum Likelihood Estimation," Econometrica, Econometric Society, vol. 55(2), pages 363-90, March.
  23. Hess, Stephane & Polak, John W., 2005. "Mixed logit modelling of airport choice in multi-airport regions," Journal of Air Transport Management, Elsevier, vol. 11(2), pages 59-68.
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