On a two-step estimation of a multivariate logit model

DOI10.1016/0304-4076(78)90086-6zbMath0408.62098OpenAlexW2046705153MaRDI QIDQ1258586

Takeshi Amemiya

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90086-6

zbMATH Keywords

Asymptotic EfficiencyMaximum Likelihood EstimatorMultivariate Logit ModelTwo-Step Estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Related Items (5)

A note on sequential ML estimates and their asymptotic covariances ⋮ Disaggregate hierarchical decision Huff model incorporating consumer \textit{Kaiyu} choices among shopping sites ⋮ Technical aspects of Muthén's LISCOMP approach to estimation of latent variable relations with a comprehensive measurement model ⋮ On a two-step estimation of a multivariate logit model ⋮ Standard error correction in two‐stage estimation with nested samples

Cites Work

• On a two-step estimation of a multivariate logit model

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