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| Мултиномиална логистична регресия× | Модел на дискретен избор с вложени логѝти× | |
|---|---|---|
| Област | Иконометрия | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 1974 | 1985 |
| Създател≠ | McFadden | Daniel McFadden; Ben-Akiva & Lerman |
| Тип≠ | Multinomial logistic regression | Discrete choice regression model |
| Основополагащ източник≠ | McFadden, D. (1974). Conditional Logit Analysis of Qualitative Choice Behavior. In P. Zarembka (Ed.), Frontiers in Econometrics (pp. 105-142). Academic Press. ISBN: 978-0127761503 | Ben-Akiva, M., & Lerman, S. R. (1985). Discrete Choice Analysis: Theory and Application to Travel Demand. MIT Press. ISBN: 978-0-262-02217-0 |
| Други названия | multinomial logistic regression, polytomous logistic regression, softmax regression, Çok Kategorili Lojistik Regresyon | Tree Logit Model, Hierarchical Logit Model, Generalized Extreme Value Logit, İç İçe Logit Modeli |
| Свързани≠ | 5 | 3 |
| Резюме≠ | Multinomial logistic regression is a maximum-likelihood method for a nominal (unordered) dependent variable with more than two categories. Building on McFadden's 1974 treatment of qualitative choice, it gives each category its own set of coefficients relative to a reference category. | The Nested Logit model is a discrete choice framework that groups mutually exclusive alternatives into hierarchical nests, allowing correlated unobserved utilities within each nest while maintaining independence across nests. Introduced formally by Ben-Akiva and Lerman (1985) and grounded in McFadden's Generalized Extreme Value (GEV) theory, it extends the standard Multinomial Logit by relaxing the restrictive Independence of Irrelevant Alternatives assumption within predefined groups of similar alternatives. |
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