Non-Linear Mixed Logit

Steffen Andersen, Glenn W. Harrison, Arne Risa Hole, Morten Lau, E. Elisabet Rutström

Research output: Contribution to journalJournal articleResearchpeer-review


We develop an extension of the familiar linear mixed logit model to allow for the direct estimation of parametric non-linear functions defined over structural parameters. Classic applications include the estimation of coefficients of utility functions to characterize risk attitudes and discounting functions to characterize impatience. There are several unexpected benefits of this extension, apart from the ability to directly estimate structural parameters of theoretical interest.
Original languageEnglish
JournalTheory and Decision
Issue number1
Pages (from-to)77-96
Number of pages20
Publication statusPublished - Jul 2012


  • Risk Attitudes
  • Random Coefficients
  • Mixed Logit
  • Lottery Choices
  • Behavioral Econometrics
  • Structural Estimation

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