Non-Linear Mixed Logit and the Characterization of Individual Heterogeneity

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

Research output: Working paperResearch

43 Downloads (Pure)


Experimental data exhibit considerable individual heterogeneity. We review the econometric methods employed to characterize that heterogeneity. We pay particular attention to the trade-off between collecting and allowing for observable characteristics, such as the familiar demographics, and the use of statistical methods to allow for unobserved individual heterogeneity. We demonstrate that these tools are complementary.
Original languageEnglish
Place of PublicationFrederiksberg
PublisherDepartment of Economics. Copenhagen Business School
Number of pages53
Publication statusPublished - 2009
SeriesWorking Paper / Department of Economics. Copenhagen Business School

Cite this