Non-linear mixed logit

被引：0
|
作者：
Steffen Andersen
Glenn W. Harrison
Arne Risa Hole
Morten Lau
E. Elisabet Rutström
机构：
[1] Copenhagen Business School,Department of Economics
[2] Georgia State University,Department of Risk Management & Insurance and CEAR, Robinson College of Business
[3] University of Sheffield,Department of Economics
[4] Durham University,Durham Business School
[5] Georgia State University,Robinson College of Business and Department of Economics, Andrew Young School of Policy Studies
来源：
Theory and Decision | 2012年 / 73卷
关键词：
Risk attitudes; Random coefficients; Mixed logit; Lottery choices; Behavioral econometrics; Structural estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
页码：77 / 96
页数：19
相关论文
共 50 条
  • [21] NON-LINEAR PROGRAMMING AND NON-LINEAR REGRESSION PROCEDURES
    EDWARDS, C
    JOURNAL OF FARM ECONOMICS, 1962, 44 (01): : 100 - 114
  • [22] NON-LINEAR WRINKLING OF NON-LINEAR MEMBRANES OF REVOLUTION
    WU, CH
    JOURNAL OF APPLIED MECHANICS-TRANSACTIONS OF THE ASME, 1978, 45 (03): : 533 - 538
  • [23] THE MIXED EQUILIBRIUM-MODEL IN THE NON-LINEAR SHELL THEORY
    SACZUK, J
    ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 1989, 69 (04): : T257 - T258
  • [24] An alternating optimization approach for mixed discrete non-linear programming
    Nema, S.
    Goulermas, J. Y.
    Sparrow, G.
    Cook, P.
    Helman, P.
    ENGINEERING OPTIMIZATION, 2009, 41 (06) : 557 - 572
  • [25] Mixed Integer Non-Linear Programming for Hydrothermal Scheduling Problem
    Sutradhar, Suman
    Choudhury, N. B. Dev
    Sinha, N.
    2015 ANNUAL IEEE INDIA CONFERENCE (INDICON), 2015,
  • [26] Robust mixed order backstepping control of non-linear systems
    Gallegos, Javier A.
    Duarte-Mermoud, Manuel A.
    IET CONTROL THEORY AND APPLICATIONS, 2018, 12 (09): : 1276 - 1285
  • [27] Estimation and testing linearity for non-linear mixed poisson autoregressions
    Christou, Vasiliki
    Fokianos, Konstantinos
    ELECTRONIC JOURNAL OF STATISTICS, 2015, 9 (01): : 1357 - 1377
  • [28] On a mixed time integration procedure for non-linear structural dynamics
    Tiago Arruda, Mario Rui
    Moldovan, Dragos Ionut
    ENGINEERING COMPUTATIONS, 2015, 32 (02) : 329 - 369
  • [29] A robust non-linear mixed hybrid quadrilateral shell element
    Wagner, W
    Gruttmann, F
    INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, 2005, 64 (05) : 635 - 666
  • [30] GAs in global optimization of mixed integer non-linear problems
    Costa, L
    Oliveira, P
    GECCO-99: PROCEEDINGS OF THE GENETIC AND EVOLUTIONARY COMPUTATION CONFERENCE, 1999, : 1773 - 1773
12345