Estimation of the Multinomial Logit Model with Random Effects

Nikolaj Malchow-Møller, Michael Svarer*

*Corresponding author af dette arbejde

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    Abstrakt

    In the present paper, it is shown how to perform estimation of the random effects multinomial logit model in the SAS program. Inference in the random effects multinomial logit model is complicated because it requires evaluation of multi-dimensional integrals. Presumably for this reason, no statistical software packages allow for direct estimation of the model. It is shown how modifications of the likelihood function enable the applied researcher to make inference using SAS. While the procedure works well for small samples/models, estimation time might become considerable for larger samples/models. A possible explanation for this is provided.
    OriginalsprogEngelsk
    TidsskriftApplied Economics Letters
    Vol/bind10
    Sider (fra-til)389-392
    Antal sider4
    ISSN1350-4851
    DOI
    StatusUdgivet - 2003

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