2 papers
econ.EM2025
Statistical significance in choice modelling: computation, usage and reporting
Stephane Hess, Andrew Daly, Michiel Bliemer +3
This paper offers a commentary on the use of notions of statistical significance in choice modelling. We review the reasons for uncertainty in parameter estimates, provide a precis…
stat.CO2020
Designed Quadrature to Approximate Integrals in Maximum Simulated Likelihood Estimation
Prateek Bansal, Vahid Keshavarzzadeh, Angelo Guevara +2
Maximum simulated likelihood estimation of mixed multinomial logit (MMNL) or probit models requires evaluation of a multidimensional integral. Quasi-Monte Carlo (QMC) methods such…