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Bayesian Inference in the Multinomial Logit Model

The multinomial logit model (MNL) possesses a latent variable
representation in terms of random variables following a multivariate logistic distribution. Based on multivariate finite mixture approximations of the multivariate
logistic distribution, various data-augmented Metropolis-Hastings algorithms are developed for a Bayesian inference of the MNL model.

Identiferoai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:5629
Date January 2012
CreatorsFrühwirth-Schnatter, Sylvia, Frühwirth, Rudolf
PublisherAustrian Statistical Society
Source SetsWirtschaftsuniversität Wien
LanguageEnglish
Detected LanguageEnglish
TypeArticle, PeerReviewed
Formatapplication/pdf
RightsCreative Commons: Attribution 4.0 International (CC BY 4.0)
Relationhttp://www.ajs.or.at/index.php/ajs/article/view/vol41%2C%20no1%20-%203, http://www.ajs.or.at/index.php/ajs, http://www.ajs.or.at/index.php/ajs/about/editorialPolicies#openAccessPolicy, http://epub.wu.ac.at/5629/

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