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Multinomial Probit
Academic Press Inc (Verlag)
978-0-12-201150-4 (ISBN)
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Preface
Acknowledgments
Chapter 1 An Introduction to Disaggregate Demand Modeling in the Transportation Field
1.1 Demand Forecasting
1.2 Disaggregate Demand Models
1.3 Random Utility Model Forms
1.4 Calibration of Discrete Choice Models
1.5 Prediction with Discrete Choice Models
1.6 Practical Considerations in Demand Modeling
Chapter 2 Maximum-Likelihood Estimation: Computational Aspects
2.1 The Maximum-Likelihood Method
2.2 Choice Probability Calculation Methods
2.3 Likelihood Evaluation
2.4 Maximization Methods and Computer Output Interpretation
2.5 Properties of the Log-Likelihood Function
2.6 Summary
Chapter 3 Statistical Aspects of Multinomial Probit Model Calibration
3.1 Model Specification Considerations
3.2 Statistical Properties of MNP Estimators
3.3 Model Updating
3.4 Goodness-of-Fit Measures and Tests
3.5 Summary
Chapter 4 Prediction: Mechanical Aspects
4.1 Two Common Figures of Merit
4.2 General Prediction Techniques
4.3 Shortcut Prediction Techniques
4.4 Prediction of Equilibrium
4.5 Calibration Revisited
4.6 Summary
Chapter 5 The Statistical Interpretation of Predictions
5.1 Confidence Intervals on the Mean: Binary Models
5.2 Confidence Intervals on the Mean: Multinomial Models
5.3 Prediction Intervals
5.4 Other Considerations
5.5 Summary
Appendix A Some Properties and Definitions of Matrices, Determinants, and Quadratic Functions
Quadratic Function
The First and Second Derivatives of a Quadratic Function
Quadratic Forms
Diagonalization of Symmetric Square Matrices
Properties of Definite and Semidefinite Matrices
Maxima and Minima of Quadratic Functions
Appendix B The Algebra of Expectations with Matrices
Appendix C Some Properties of the Multivariate Normal Distribution
The Standard Normal Distribution and the Logistic Curve
The Multivariate Normal Distribution
The Chi-Square Distribution
The Distribution of Some Quadratic Forms
Appendix D Some Definitions and Properties of Convex and Concave Functions
Convex Sets and Convex (Concave) Functions
Differential Properties of Convex Functions
Unimodality of Convex Functions
Other Properties of Convex Functions
References
Index
Erscheint lt. Verlag | 28.11.1997 |
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Reihe/Serie | Economic Theory, Econometrics, and Mathematical Economics |
Verlagsort | San Diego |
Sprache | englisch |
Maße | 151 x 229 mm |
Gewicht | 450 g |
Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Mikroökonomie |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 0-12-201150-3 / 0122011503 |
ISBN-13 | 978-0-12-201150-4 / 9780122011504 |
Zustand | Neuware |
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