Easy and flexible mixture distributions
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Easy and flexible mixture distributions. / Fosgerau, Mogens; Mabit, Stefan L.
I: Economics Letters, Bind 120, Nr. 2, 08.2013, s. 206-210.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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TY - JOUR
T1 - Easy and flexible mixture distributions
AU - Fosgerau, Mogens
AU - Mabit, Stefan L.
PY - 2013/8
Y1 - 2013/8
N2 - We propose a method to generate flexible mixture distributions that are useful for estimating models such as the mixed logit model using simulation. The method is easy to implement, yet it can approximate essentially any mixture distribution. We test it with good results in a simulation study and on real data.
AB - We propose a method to generate flexible mixture distributions that are useful for estimating models such as the mixed logit model using simulation. The method is easy to implement, yet it can approximate essentially any mixture distribution. We test it with good results in a simulation study and on real data.
KW - Maximum simulated likelihood
KW - Mixed logit
KW - Mixture distributions
KW - Simulation
UR - http://www.scopus.com/inward/record.url?scp=84877883348&partnerID=8YFLogxK
U2 - 10.1016/j.econlet.2013.03.050
DO - 10.1016/j.econlet.2013.03.050
M3 - Journal article
AN - SCOPUS:84877883348
VL - 120
SP - 206
EP - 210
JO - Economics Letters
JF - Economics Letters
SN - 0165-1765
IS - 2
ER -
ID: 181871703