期刊论文详细信息
Austrian Journal of Statistics | |
Bayesian Inference in the Multinomial Logit Model | |
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
【 预 览 】
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