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Non-Linear Mixed Logit

Steffen Andersen, Glenn Harrison (), Morten Lau and Elisabet Rutstroem ()
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Elisabet Rutstroem: Robinson College of Business, Georgia State University

Authors registered in the RePEc Author Service: Elisabet Rutstrom

No 2011_04, Working Papers from Durham University Business School

Abstract: We develop an extension of the familiar linear mixed logit model to allow for the direct estimation of parametric non-linear functions defined over structural parameters. Classic applications include the estimation of coefficients of utility functions to characterize risk attitudes and discounting functions to characterize impatience. There are several unexpected benefits of this extension, apart from the ability to directly estimate structural parameters of theoretical interest.

Date: 2011-01-01
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Citations: View citations in EconPapers (5)

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Related works:
Journal Article: Non-linear mixed logit (2012) Downloads
Working Paper: Non-Linear Mixed Logit (2010) Downloads
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