نتایج جستجو برای: random coefficient choice models
تعداد نتایج: 1452438 فیلتر نتایج به سال:
This paper surveys recently developed approaches to analyzing panel data with nonlinear models. We summarize a number of results on estimation of fixed and random effects models in nonlinear modeling frameworks such as discrete choice, count data, duration, censored data, sample selection, stochastic frontier and, generally, models that are nonlinear both in parameters and variables. We show th...
This paper surveys recently developed approaches to analyzing panel data with nonlinear models. We summarize a number of results on estimation of fixed and random effects models in nonlinear modeling frameworks such as discrete choice, count data, duration, censored data, sample selection, stochastic frontier and, generally, models that are nonlinear both in parameters and variables. We show th...
In this work, mate choice is modeled by means of the abstract concept of mutual mating propensity. This only assumes that different types of couples can have different mating success. The model is adequate for any population where mating occurs among distinct types. There is no extra assumption about particular mating scheme or preference model. The concept of mutual mating propensity permits t...
The reliability models of the components under the nonstationary random load are developed in this paper. Through the definition of the distribution of the random load, it can be seen that the conventional load-strength interference model is suitable for the calculation of the static reliability of the components, which does not reflect the dynamic change in the reliability and cannot be used t...
This paper establishes a general equivalence between discrete choice and rational inattention models. Matejka and McKay (2015, AER) showed that when information costs are modelled using the Shannon entropy function, the resulting choice probabilities in the rational inattention model take the multinomial logit form. By exploiting convex-analytic properties of the discrete choice model, we show ...
We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our...
Analyses of data from random utility models of choice data have typically used fixed parameter representations, with consumer heterogeneity introduced by including factors such as the age, gender etc of the respondent. However, there is a class of models that assume that the underlying parameters of the estimated model (and hence preferences) are different for each individual within the sample,...
Discrete choice experiments--selecting the best and/or worst from a set of options--are increasingly used to provide more efficient and valid measurement of attitudes or preferences than conventional methods such as Likert scales. Discrete choice data have traditionally been analyzed with random utility models that have good measurement properties but provide limited insight into cognitive proc...
Gauss–Hermite quadrature is often used to evaluate and maximize the likelihood for random component probit models. Unfortunately, the estimates are biased for large cluster sizes and/or intraclass correlations. We show that adaptive quadrature largely overcomes these problems. We then extend the adaptive quadrature approach to general random coefficient models with limited and discrete dependen...
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