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混合ロジットモデル×ベイズ回帰×多項ロジスティック回帰×
分野計量経済学ベイズ計量経済学
系統Regression modelBayesian methodsRegression model
提唱年20001974
提唱者Daniel McFadden & Kenneth TrainMcFadden
種類Random-parameters discrete choice modelBayesian linear modelMultinomial logistic regression
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: 978-1439840955McFadden, D. (1974). Conditional Logit Analysis of Qualitative Choice Behavior. In P. Zarembka (Ed.), Frontiers in Econometrics (pp. 105-142). Academic Press. ISBN: 978-0127761503
別名Random Parameters Logit, Mixed Multinomial Logit, Error Components Logit, Karma Logit Modelibayesian linear regression, probabilistic regression, bayesian regresyonmultinomial logistic regression, polytomous logistic regression, softmax regression, Çok Kategorili Lojistik Regresyon
関連325
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.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.
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ScholarGate手法を比較: Mixed Logit · Bayesian Regression · Multinomial Logit. 2026-06-15に以下より取得 https://scholargate.app/ja/compare