Comparing and choosing between two models with a third model in background

DOI10.1016/S0304-4076(96)00002-4zbMath0900.62648MaRDI QIDQ1362492

Dale J. Poirier

Publication date: 12 August 1997

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

zbMATH Keywords

independence of irrelevant alternativeslogitnested logitBayesianposterior oddsrandom utility maximization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Using simulation methods for bayesian econometric models: inference, development,and communication

Cites Work

• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
• Model occurrence and model selection in panel data sets
• Bayesian analysis of logit models using natural conjugate priors
• Jeffreys' prior for logit models

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