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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working paper ; No. 4-2010
- Klassifikation
-
Wirtschaft
Econometric and Statistical Methods and Methodology: General
- Thema
-
utility functions
risk attitudes
utility theory
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Andersen, Steffen
Harrison, Glenn W.
Hole, Arne Risa
Rutström, Elisabet E.
- Ereignis
-
Veröffentlichung
- (wer)
-
Copenhagen Business School (CBS), Department of Economics
- (wo)
-
Frederiksberg
- (wann)
-
2010
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Andersen, Steffen
- Harrison, Glenn W.
- Hole, Arne Risa
- Rutström, Elisabet E.
- Copenhagen Business School (CBS), Department of Economics
Entstanden
- 2010
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