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1 paper

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…