Estimation of Multinomial Logit Models with Unobserved Heterogeneity using Maximum Simulated Likelihood
By P. Haan, Arne Uhlendorff. 2006
147 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/08d0ab02bd4e8450c78dccd00599039c512cb023
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Mark W. Frank
- Edward F. Blackburne
- A. Mekonnen
- A. Beyene
- Andrés Barge-Gil
- G. Kohlin
- Harvey Goldstein
- Jan de Leeuw
Citations in the corpus
- To Merge, Sell, or Liquidate? Socioemotional Wealth, Family Control, and the Choice of Business Exit (2019, unknown): “For example, Haan and Uhlendorff (2006) showed how to implement a multinomial logit model with unobserved heterogeneity in Stata.”
- Fitting Mixed Logit Models by Using Maximum Simulated Likelihood (2007, methodology): “The covariance matrix and standard deviations of the random coe(cid:14)cients can conveniently be calculated using mixlcov : . mixlcov To show how the mixlogit command can (cid:12)t a multinomial logit model with un-observed heterogeneity, we use the data from Haan and Uhlendor(cid:11) (2006) on tea”
- Estimation of Nonstationary Heterogeneous Panels (2007, methodology): “Haan and Uhlendorff (2006) use MSL to fit a random-intercept multinomial logit model with panel data.”
- Modeling household cooking fuel choice: A panel multinomial logit approach (2015, methodology): “, 2002), or simulated maximum likelihood method (Haan and Uhlendorff, 2006).”
- Multilevel Models for Ordinal and Nominal Variables (2008, methodology): “Thus, this method maximizes a simulated sample likelihood instead of an exact likelihood, but can be considerably faster than quadrature methods, especially as the number of random effects increases [41].”
- Handbook of multilevel analysis (2008, methodology): “[112], Xu [128], and Gelman and Pardoe [41] for some proposed indexes and their properties.”
- Open, Semi-Open and Closed Innovators: Towards an Explanation of Degree of Openness (2010, methodology): “In the literature various methods for integral approximation are suggested and discussed (Haan and Uhlendorff, 2006 ).”