TY - JOUR TI - Bayesian Inference in the Multinomial Logit Model AB - 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. DO - http://dx.doi.org/10.17713/ajs.v41i1.186 SP - 27 EP - 43 UR - http://www.ajs.or.at/index.php/ajs/article/view/vol41%2C%20no1%20-%203 PY - 2012-01-01 JO - Austrian Journal of Statistics AU - Frühwirth-Schnatter, Sylvia AU - Frühwirth, Rudolf ER -