Arbeitspapier
Non-Linear Mixed Logit
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. A classic application is the estimation of coefficients of utility functions to characterize risk attitudes. There are several unexpected benefits of this extension, apart from the ability to directly estimate structural parameters of theoretical interest.
- Language
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Englisch
- Bibliographic citation
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Series: Working paper ; No. 4-2010
- Classification
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Wirtschaft
Econometric and Statistical Methods and Methodology: General
- Subject
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utility functions
risk attitudes
utility theory
- Event
-
Geistige Schöpfung
- (who)
-
Andersen, Steffen
Harrison, Glenn W.
Hole, Arne Risa
Rutström, Elisabet E.
- Event
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Veröffentlichung
- (who)
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Copenhagen Business School (CBS), Department of Economics
- (where)
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Frederiksberg
- (when)
-
2010
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Andersen, Steffen
- Harrison, Glenn W.
- Hole, Arne Risa
- Rutström, Elisabet E.
- Copenhagen Business School (CBS), Department of Economics
Time of origin
- 2010
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