A new approach to specify and estimate non-normally mixed multinomial probit models
نویسندگان
چکیده
منابع مشابه
A New Approach to Specify and Estimate Non-Normally Mixed Multinomial Probit Models
The current paper proposes the use of the multivariate skew-normal distribution function to accommodate non-normal mixing in cross-sectional and panel multinomial probit (MNP) models. The combination of skew-normal mixing and the MNP kernel lends itself nicely to estimation using Bhat’s (2011) maximum approximate composite marginal likelihood (MACML) approach. Simulation results for the cross-s...
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ژورنال
عنوان ژورنال: Transportation Research Part B: Methodological
سال: 2012
ISSN: 0191-2615
DOI: 10.1016/j.trb.2012.02.007