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Estimation Of Discrete Choice Models With Minimal Variation Of Alternative-Specific Variables

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  • Gerd Ronning

Abstract

The paper states conditions for minimal variation within the explanatory variables such that the maximum likelihood estimate of the coefficient vector in the discrete choice logit model is unique. Special emphasis is given to the case that (almost) all individuals observe the same set of alternative-specific explanatory variables. The aspect of 'experimental design' in discrete choice models is discussed.

Suggested Citation

  • Gerd Ronning, 2002. "Estimation Of Discrete Choice Models With Minimal Variation Of Alternative-Specific Variables," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 135-146.
    • Handle: RePEc:taf:emetrv:v:21:y:2002:i:1:p:135-146
    DOI: 10.1081/ETC-120008727
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    References listed on IDEAS

    as
    1. Keane, Michael P, 1992. "A Note on Identification in the Multinomial Probit Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 193-200, April.
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    More about this item

    Keywords

    Experimental design; Maximum likelihood; Multinomial logit; JEL Classification: C13; C25;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities

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