Bayesian Inference in the Multinomial Logit Model

Austrian Journal of Statistics

article

Sylvia Frühwirth-Schnatter¹  Rudolf Frühwirth² 

[1] University of Economics and Business;Austrian Academy of Sciences

关键词: Bayesian Inference;    Finite Mixture Distributions;    Markov ChainMonte Carlo;    Metropolis-Hastings Algorithm;    Multinomial Logit Model;    Multivariate Logistic Distribution.;   

DOI  :  10.17713/ajs.v41i1.186

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

The multinomial logit model (MNL) possesses a latent variable representation in terms of random variables following a multivariate logistic distribution. Based on multivariate finite mixture approximations of the multivariate logistic distribution, various data-augmented Metropolis-Hastings algorithms are developed for a Bayesian inference of the MNL model.

【 授权许可】

CC BY