2 PROPERTIES OF THE NESTED LOGIT MODEL

被引：32

作者：

DAGANZO, CF ^{[1
]}

KUSNIC, M ^{[1
]}

机构：

[1] GM CORP, MKT & PROD PLANNING STAFF, DETROIT, MI 48202 USA

来源：

TRANSPORTATION SCIENCE | 1993年 / 27卷 / 04期

关键词：

Automobiles - Behavioral research - Mathematical models - Probability - Trees (mathematics);

D O I：

10.1287/trsc.27.4.395

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper presents simple formulae for the utility covariances of the nested logit (NL) model, and based on these defines a ''scaled tree'' that can be used as an aid for the interpretation of estimation, results. The paper also shows that the full information log-likelihood function of linear-in-the-parameters NL models is concave in the utility parameters. Thus, conditional on the scaling parameters, full information maximum likelihood (FIML) searches cannot get trapped in Local maxima.

引用

页码：395 / 400

页数：6

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