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Multinomial discrete choice models (in Russian)

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  • Zsolt Sandor

    (University of Groningen, Groningen, Netherlands)

Abstract

This essay briefly describes the main features of some well-known multinomial discrete choice models: the standard logit, the mixed logit, and the probit.

Suggested Citation

  • Zsolt Sandor, 2009. "Multinomial discrete choice models (in Russian)," Quantile, Quantile, issue 7, pages 9-19, September.
    • Handle: RePEc:qnt:quantl:y:2009:i:7:p:9-19
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    References listed on IDEAS

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    2. 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.
    3. repec:cdl:uctcwp:qt3tb6j874 is not listed on IDEAS
    4. 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.
    5. 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.
    6. Vijverberg, Wim P. M., 1997. "Monte Carlo evaluation of multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 281-307.
    7. repec:cdl:uctcwp:qt1j6814b3 is not listed on IDEAS
    8. repec:cdl:econwp:qt1j6814b3 is not listed on IDEAS
    9. Theil, Henri, 1969. "A Multinomial Extension of the Linear Logit Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(3), pages 251-259, October.
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