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混合ロジットモデル×ベイズ回帰×
分野計量経済学ベイズ
系統Regression modelBayesian methods
提唱年2000
提唱者Daniel McFadden & Kenneth Train
種類Random-parameters discrete choice modelBayesian linear model
原典Train, K. E. (2009). Discrete Choice Methods with Simulation (2nd ed.). Cambridge University Press. ISBN: 978-0-521-74738-7Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A. & Rubin, D. B. (2013). Bayesian Data Analysis (3rd ed.). CRC Press. ISBN: 978-1439840955
別名Random Parameters Logit, Mixed Multinomial Logit, Error Components Logit, Karma Logit Modelibayesian linear regression, probabilistic regression, bayesian regresyon
関連32
概要The Mixed Logit model, introduced formally by McFadden and Train (2000) and elaborated in Train (2009), is a flexible discrete choice framework that allows preference parameters to vary randomly across decision-makers. By integrating standard logit probabilities over a mixing distribution of coefficients, it overcomes the restrictive independence of irrelevant alternatives (IIA) property and accommodates unobserved taste heterogeneity, panel data correlation, and complex substitution patterns across alternatives.Bayesian regression is a probabilistic version of linear regression that treats the model parameters as uncertain quantities. Instead of returning a single best-fit estimate, it combines prior knowledge with the observed data to produce a full posterior probability distribution for each parameter, from which credible intervals and predictions are read off.
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ScholarGate手法を比較: Mixed Logit · Bayesian Regression. 2026-06-15に以下より取得 https://scholargate.app/ja/compare