Some developments on the cross-nested logit model
In this paper the cross-nested logit (CNL) model is reformulated as a generalization of the two levels hierarchical logit model. The proposed analytical formulation is derived from the GEV model. Moreover, a general expression of the covariance matrix of the CNL model presenting interesting empirical evidence is proposed. It will be also demonstrated that it is generally possible to specify the model so that this general expression reproduces any given hypothetical homoscedastic covariance matrix. Hence, from the latter, not just probit or mixed multinomial logit choice probabilities (through some simulation methods, e.g. Montecarlo) but also CNL choice probabilities (with a closed analytical form) could be derived. Moreover, comparisons among CNL and probit choice probabilities are presented and the resulting similarity indicates that the CNL is a very interesting closed form alternative to the more flexible non-closed form models.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 38 (2004)
Issue (Month): 9 (November)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/548/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
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.:
- H C W L Williams, 1977. "On the Formation of Travel Demand Models and Economic Evaluation Measures of User Benefit," Environment and Planning A, SAGE Publishing, vol. 9(3), pages 285-344, March.
- Cascetta, Ennio & Papola, Andrea, 2003. "A joint mode-transit service choice model incorporating the effect of regional transport service timetables," Transportation Research Part B: Methodological, Elsevier, vol. 37(7), pages 595-614, August.
- Wen, Chieh-Hua & Koppelman, Frank S., 2001. "The generalized nested logit model," Transportation Research Part B: Methodological, Elsevier, vol. 35(7), pages 627-641, August.
- 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.
When requesting a correction, please mention this item's handle: RePEc:eee:transb:v:38:y:2004:i:9:p:833-851. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.