A note on the estimation of the multinomial logit model with random effects

被引：59

作者：

Chen, Z ^{[1
]}

Kuo, L ^{[1
]}

机构：

[1] Univ Connecticut, Dept Stat, Storrs, CT 06269 USA

来源：

AMERICAN STATISTICIAN | 2001年 / 55卷 / 02期

关键词：

discrete choice model; multinomial logit model; Poisson log-linear model; Poisson nonlinear model; polytomous data; unobserved heterogeneity;

D O I：

10.1198/000313001750358545

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The multinomial logit model with random effects is often used in modeling correlated nominal polytomous data. Given that there is no standard software of fitting it, we advocate using either a Poisson log-linear model or a Poisson nonlinear model, both with random effects. Their implementations can be carried out easily by many existing commercial statistical packages including SAS. A brand choice dataset is used to illustrate the proposed methods.

引用

页码：89 / 95

页数：7

共 21 条

[1]

Agresti A., 1990, Analysis of categorical data

[2] APPROXIMATE INFERENCE IN GENERALIZED LINEAR MIXED MODELS [J].