An efficient methodology to estimate and predict with multinomial probit models

An efficient methodology to estimate and predict with multinomial probit models PDF Author: Fernando Bouthelier
Publisher:
ISBN:
Category :
Languages : en
Pages :

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An efficient methodology to estimate and predict with multinomial probit models

An efficient methodology to estimate and predict with multinomial probit models PDF Author: Fernando Bouthelier
Publisher:
ISBN:
Category :
Languages : en
Pages :

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An Efficient Methodology to Estimate and Predict with Multinomial Probit Models

An Efficient Methodology to Estimate and Predict with Multinomial Probit Models PDF Author: Fernando José Bouthelier-Doñate
Publisher:
ISBN:
Category : Choice of transportation
Languages : en
Pages : 338

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An Efficient Approach to Estimate and Predict with Multinomial Probit Models

An Efficient Approach to Estimate and Predict with Multinomial Probit Models PDF Author: Carlos Daganzo
Publisher:
ISBN:
Category : Probits
Languages : en
Pages : 50

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Multinomial Probit

Multinomial Probit PDF Author: Carlos Daganzo
Publisher: Academic Press
ISBN:
Category : Business & Economics
Languages : en
Pages : 250

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Book Description
Multinomial Probit: The Theory and Its Application to Demand Forecasting covers the theoretical and practical aspects of the multinomial probit (MNP) model and its relation to other discrete choice models. This text is divided into five chapters and begins with an overview of the disaggregate demand modeling in the transportation field. The subsequent chapters examine the computational aspects of the maximum-likelihood estimation and the statistical aspects of MNP model calibration. These chapters specifically describe the properties of the log-likelihood function and the statistical properties of MNP estimators. These topics are followed by a discussion of the mechanical aspects of the MNP model. The closing chapter examines the errors in the estimation of the true parameter value due to lack of data and how these errors propagate to the final prediction. This book will prove useful to econometricians, engineers, and applied mathematicians.

Discrete Choice Methods with Simulation

Discrete Choice Methods with Simulation PDF Author: Kenneth Train
Publisher: Cambridge University Press
ISBN: 0521766559
Category : Business & Economics
Languages : en
Pages : 399

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Book Description
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

Multinomial Probit

Multinomial Probit PDF Author: Carlos Daganzo
Publisher: Elsevier
ISBN: 1483299341
Category : Business & Economics
Languages : en
Pages : 239

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Multinomial Probit

Logit and Probit

Logit and Probit PDF Author: Vani K. Borooah
Publisher: SAGE
ISBN: 9780761922421
Category : Mathematics
Languages : en
Pages : 108

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Book Description
Many problems in the social sciences are amenable to analysis using the analytical tools of logit and probit models. This book explains what ordered and multinomial models are and also shows how to apply them to analysing issues in the social sciences.

Multinomial Probit Models with Factor-based Autoregressive Errors : a Computationally Efficient Estimation Approach

Multinomial Probit Models with Factor-based Autoregressive Errors : a Computationally Efficient Estimation Approach PDF Author: Bolduc, Denis
Publisher: Québec : Dép. d'économique, Université Laval
ISBN:
Category :
Languages : en
Pages : 21

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Discrete Choice Analysis

Discrete Choice Analysis PDF Author: Moshe Ben-Akiva
Publisher: MIT Press
ISBN: 0262536404
Category : Architecture
Languages : en
Pages : 414

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Book Description
Discrete Choice Analysis presents these results in such a way that they are fully accessible to the range of students and professionals who are involved in modelling demand and consumer behavior in general or specifically in transportation - whether from the point of view of the design of transit systems, urban and transport economics, public policy, operations research, or systems management and planning. The methods of discrete choice analysis and their applications in the modelling of transportation systems constitute a comparatively new field that has largely evolved over the past 15 years. Since its inception, however, the field has developed rapidly, and this is the first text and reference work to cover the material systematically, bringing together the scattered and often inaccessible results for graduate students and professionals. Discrete Choice Analysis presents these results in such a way that they are fully accessible to the range of students and professionals who are involved in modelling demand and consumer behavior in general or specifically in transportation - whether from the point of view of the design of transit systems, urban and transport economics, public policy, operations research, or systems management and planning. The introductory chapter presents the background of discrete choice analysis and context of transportation demand forecasting. Subsequent chapters cover, among other topics, the theories of individual choice behavior, binary and multinomial choice models, aggregate forecasting techniques, estimation methods, tests used in the process of model development, sampling theory, the nested-logit model, and systems of models. Discrete Choice Analysis is ninth in the MIT Press Series in Transportation Studies, edited by Marvin Manheim.

Methods and Applications of Longitudinal Data Analysis

Methods and Applications of Longitudinal Data Analysis PDF Author: Xian Liu
Publisher: Elsevier
ISBN: 0128014822
Category : Mathematics
Languages : en
Pages : 531

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Book Description
Methods and Applications of Longitudinal Data Analysis describes methods for the analysis of longitudinal data in the medical, biological and behavioral sciences. It introduces basic concepts and functions including a variety of regression models, and their practical applications across many areas of research. Statistical procedures featured within the text include: - descriptive methods for delineating trends over time - linear mixed regression models with both fixed and random effects - covariance pattern models on correlated errors - generalized estimating equations - nonlinear regression models for categorical repeated measurements - techniques for analyzing longitudinal data with non-ignorable missing observations Emphasis is given to applications of these methods, using substantial empirical illustrations, designed to help users of statistics better analyze and understand longitudinal data. Methods and Applications of Longitudinal Data Analysis equips both graduate students and professionals to confidently apply longitudinal data analysis to their particular discipline. It also provides a valuable reference source for applied statisticians, demographers and other quantitative methodologists. - From novice to professional: this book starts with the introduction of basic models and ends with the description of some of the most advanced models in longitudinal data analysis - Enables students to select the correct statistical methods to apply to their longitudinal data and avoid the pitfalls associated with incorrect selection - Identifies the limitations of classical repeated measures models and describes newly developed techniques, along with real-world examples.