Halton Sequences for Mixed Logit
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- Train, Kenneth, 2000. "Halton Sequences for Mixed Logit," Department of Economics, Working Paper Series qt6zs694tp, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Kenneth Train, 2001. "Halton Sequences for Mixed Logit," Econometrics 0012002, University Library of Munich, Germany.
References listed on IDEAS
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More about this item
Keywords
mixed logit; halton 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. may 2000;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2000-08-15 (Discrete Choice Models)
- NEP-ECM-2000-08-15 (Econometrics)
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