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Non-linear mixed logit.

Andersen, Steffen and Harrison, Glenn and Lau, Morten and Rutstroem, Elisabet (2011) 'Non-linear mixed logit.', Working Paper. Durham University, Durham.

Abstract

We develop an extension of the familiar linear mixed logit model to allowfor the direct estimation of parametric non-linear functions defined over structuralparameters. Classic applications include the estimation of coefficients of utilityfunctions to characterize risk attitudes and discounting functions to characterizeimpatience. There are several unexpected benefits of this extension, apart from theability to directly estimate structural parameters of theoretical interest.

Item Type:Monograph (Working Paper)
Full text:PDF - Published Version (178Kb)
Status:Not peer-reviewed
Publisher Web site:http://www.dur.ac.uk/business/faculty/working-papers/
Record Created:07 Dec 2012 10:36
Last Modified:16 Oct 2013 13:26

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