Discrete choice methods with simulation / Kenneth E. Train.

Train, Kenneth
Call Number
003/.56
Author
Train, Kenneth, author.
Title
Discrete choice methods with simulation / Kenneth E. Train.
Edition
Second edition.
Physical Description
1 online resource (x, 388 pages) : digital, PDF file(s).
Notes
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Contents
Behavioral models -- Properties of discrete choice models -- Logit -- GEV -- Probit -- Mixed logit -- Variations on a theme -- Estimation -- Numerical maximization -- Drawing from densities -- Simulation-assisted estimation -- Individual-level parameters -- Bayesian procedures -- Endogeneity -- EM algorithms.
Summary
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.
Subject
Decision making Simulation methods.
Consumers' preferences Simulation methods.
Multimedia
Total Ratings: 0
No records found to display.
 
 
 
02572nam a22003858i 4500
001
 
 
vtls001584562
003
 
 
VRT
005
 
 
20200921121900.0
006
 
 
m|||||o||d||||||||
007
 
 
cr||||||||||||
008
 
 
200921s2009||||enk     o     ||1 0|eng|d
020
$a 9780511805271 (ebook)
020
$z 9780521766555 (hardback)
020
$z 9780521747387 (paperback)
035
$a (UkCbUP)CR9780511805271
039
9
$y 202009211219 $z santha
040
$a UkCbUP $b eng $e rda $c UkCbUP
050
0
0
$a HD30.23 $b .T725 2009
082
0
0
$a 003/.56 $2 22
100
1
$a Train, Kenneth, $e author.
245
1
0
$a Discrete choice methods with simulation / $c Kenneth E. Train.
250
$a Second edition.
264
1
$a Cambridge : $b Cambridge University Press, $c 2009.
300
$a 1 online resource (x, 388 pages) : $b digital, PDF file(s).
336
$a text $b txt $2 rdacontent
337
$a computer $b c $2 rdamedia
338
$a online resource $b cr $2 rdacarrier
500
$a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
505
0
0
$g Introduction -- $g pt. I. $t Behavioral models -- $t Properties of discrete choice models -- $t Logit -- $t GEV -- $t Probit -- $t Mixed logit -- $t Variations on a theme -- $g pt. II. $t Estimation -- $t Numerical maximization -- $t Drawing from densities -- $t Simulation-assisted estimation -- $t Individual-level parameters -- $t Bayesian procedures -- $t Endogeneity -- $t EM algorithms.
520
$a 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.
650
0
$a Decision making $x Simulation methods.
650
0
$a Consumers' preferences $x Simulation methods.
776
0
8
$i Print version: $z 9780521766555
856
4
0
$u https://doi.org/10.1017/CBO9780511805271
999
$a VIRTUA               
No Reviews to Display
Summary
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.
Notes
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Contents
Behavioral models -- Properties of discrete choice models -- Logit -- GEV -- Probit -- Mixed logit -- Variations on a theme -- Estimation -- Numerical maximization -- Drawing from densities -- Simulation-assisted estimation -- Individual-level parameters -- Bayesian procedures -- Endogeneity -- EM algorithms.
Subject
Decision making Simulation methods.
Consumers' preferences Simulation methods.
Multimedia