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| ネスト化ロジット離散選択モデル× | 多項ロジスティック回帰× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1985 | 1974 |
| 提唱者≠ | Daniel McFadden; Ben-Akiva & Lerman | McFadden |
| 種類≠ | Discrete choice regression model | Multinomial logistic regression |
| 原典≠ | Ben-Akiva, M., & Lerman, S. R. (1985). Discrete Choice Analysis: Theory and Application to Travel Demand. MIT Press. ISBN: 978-0-262-02217-0 | 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 |
| 別名 | Tree Logit Model, Hierarchical Logit Model, Generalized Extreme Value Logit, İç İçe Logit Modeli | multinomial logistic regression, polytomous logistic regression, softmax regression, Çok Kategorili Lojistik Regresyon |
| 関連≠ | 3 | 5 |
| 概要≠ | 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. | 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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