The estimation of generalized extreme value models from choice-based samples
By Michel Bierlaire, Denis Bolduc, Daniel McFadden. 2008
102 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/1df7cbabfbd30fc90b62e3ba7920e12b25c18c5c
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In Economics and Econometrics
- Michel Bierlaire
- Mogens Fosgerau
- Kara M. Kockelman
- Jason D. Lemp
- Stephane Hess
- Daniel McFadden
- Anna Fernández-Antolín
- D. Lord
Citations in the corpus
- Normalization and correlation of crossnested logit models (2007, background): “Also, standard corrections of the constants, accounting for selection bias in the sample (see e.g. Bierlaire et al., 2006), would not apply as such.”
- STRATEGIC SAMPLING FOR LARGE CHOICE SETS IN ESTIMATION AND APPLICATION (2012, methodology): “Finally, it appears that only a single iteration of the new strategy (following the initialization step using SRS) is needed to deliver the strategy’s maximum efficiency gains.”
- Investigation of Effects of Underreporting Crash Data on Three Commonly Used Traffic Crash Severity Models (2011, background): “Choice-based samples usually are collected by stratifying the data to obtain better information about alternatives that are infrequently chosen in the population when a random sample is not large enough for effective statistical analysis (22).”
- Choice Probability Generating Functions (2012, background): “Papers that deal with choice-probability generating functions for nested logit and what econometricians term generalized extreme value models are McFadden (1978), Daly and Bierlaire (2006) and Bierlaire et al. (2008).”