Artículos relacionados a Discrete Choice Methods with Simulation

Discrete Choice Methods with Simulation - Tapa blanda

Train, Kenneth E.

 
9780521747387: Discrete Choice Methods with Simulation
Tapa blanda
ISBN 10: 0521747384 ISBN 13: 9780521747387
Editorial: Cambridge University Press, 2009

Sinopsis

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. This second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Cambridge University Press
Año de publicación
2009
Idioma
Inglés
ISBN 10 
0521747384
ISBN 13 
9780521747387
Encuadernación
Tapa blanda
Número de edición
2
Número de páginas
398
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

Friedensallee 273
Hamburg
22763
Alemania

Otras ediciones populares con el mismo título

9780521816960: Discrete Choice Methods with Simulation

Edición Destacada

ISBN 10:  0521816963 ISBN 13:  9780521816960
Editorial: Cambridge University Press, 2003
Tapa dura