Simulation estimation of mixed discrete choice models using randomized and scrambled Halton sequences
نویسندگان
چکیده
منابع مشابه
Simulation Estimation of Mixed Discrete Choice Models Using Randomized and Scrambled Halton Sequences
The use of simulation techniques has been increasing in recent years in the transportation and related fields to accommodate flexible and behaviorally realistic structures for analysis of decision processes. This paper proposes a randomized and scrambled version of the Halton sequence for use in simulation estimation of discrete choice models. The scrambling of the Halton sequence is motivated ...
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Halton’s low discrepancy sequence is still very popular in spite of its shortcomings with respect to the correlation between points of two-dimensional projections for large dimensions. As a remedy, several types of scrambling and/or randomizations for this sequence have been proposed. We examine empirically some of these by calculating their L4and L2-discrepancies (D* resp. T*), and by performi...
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The Halton sequence is a well-known multi-dimensional low discrepancy sequence. In this paper, we propose a new method for randomizing the Halton sequence: we randomize the start point of each component of the sequence. This method combines the potential accuracy advantage of Halton sequence in multi-dimensional integration with the practical error estimation advantage of Monte Carlo methods. T...
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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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The area of travel demand analysis has in recent years been greatly enriched by the development of new model forms that can accommodate complex patterns of substitution and taste variation. However, this added flexibility comes at a cost of greater complexity in estimation, to the degree that these models need to be estimated through simulation. While basic Monte-Carlo integration can lead to a...
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ژورنال
عنوان ژورنال: Transportation Research Part B: Methodological
سال: 2003
ISSN: 0191-2615
DOI: 10.1016/s0191-2615(02)00090-5