Using logit on big data. From iterative methods to analytical solutions

Birgit Stoltenberg
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Birgit Stoltenberg: Nürnberg Institut für Marktentscheidungen

NIM Working Paper from Nürnberg Institut für Marktentscheidungen e.V.

Abstract: Numerical optimization for logit models is often time consuming, at least for big data. In this paper I combine several analytical approaches to solve logit models in a practical context including (sign) restrictions and constraints. The application to a household panel model compares the two approaches on several dimensions.

Keywords: logit; analytical solution; (sign) restriction; household panel modeling; GfK-BrandSimulator (search for similar items in EconPapers)
Pages: 9 pages
Date: 2016-07
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