A Monte Carlo EM method for estimating multinomial probit models.
type: Item
instance of: scholarly article
title: A Monte Carlo EM method for estimating multinomial probit models.
zbMATH Open document ID: 1052.62508
DOI: 10.1016/S0167-9473(99)00073-0
author: Nicholas M. Kiefer
author: Ranjini Natarajan
author: Charles E. McCulloch
published in: Computational Statistics and Data Analysis
publication date: 2000-12-12T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1542273
zbMATH Keywords: Gibbs sampling
zbMATH Keywords: Maximum likelihood estimation
zbMATH Keywords: Menu pricing
zbMATH Keywords: Monte Carlo EM
zbMATH Keywords: Observed information
zbMATH Keywords: Panel data
describes a project that uses: GAUSS
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1542273