Quotation Frühwirth-Schnatter, Sylvia, Frühwirth, Rudolf. 2012. Bayesian Inference in the Multinomial Logit Model. Austrian Journal of Statistics. 41 27-43.


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Abstract

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.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Austrian Journal of Statistics
Language English
Title Bayesian Inference in the Multinomial Logit Model
Volume 41
Year 2012
Page from 27
Page to 43
URL http://www.ajs.or.at/index.php/ajs/article/view/vol41%2C%20no1%20-%203
DOI http://dx.doi.org/10.17713/ajs.v41i1.186
Open Access Y

Associations

People
Frühwirth-Schnatter, Sylvia (Details)
Frühwirth, Rudolf (Former researcher)
Organization
Institute for Statistics and Mathematics IN (Details)
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