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