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Halton Sequences for Mixed Logit

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Author Info
Kenneth Train (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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Publisher Info
Paper provided by EconWPA in its series Econometrics with number 0012002.

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Length: 19 pages
Date of creation: 02 Jan 2001
Date of revision:
Handle: RePEc:wpa:wuwpem:0012002

Note: 19 pages Acrobat .pdf
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Web page: http://129.3.20.41

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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

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  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!]
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