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미시모의×Mixed Logit Model×
분야시뮬레이션계량경제학
계열Process / pipelineRegression model
기원 연도19572000
창시자Guy Orcutt (concept, 1957); modern tax-transfer frameworks developed through EUROMOD and related projectsDaniel McFadden & Kenneth Train
유형Policy simulation / computational social scienceRandom-parameters discrete choice model
원전O'Donoghue, C. (Ed.) (2014). Handbook of Microsimulation Modelling. Emerald. DOI ↗Train, K. E. (2009). Discrete Choice Methods with Simulation (2nd ed.). Cambridge University Press. ISBN: 978-0-521-74738-7
별칭Mikrosimülasyon, micro-simulation, policy microsimulationRandom Parameters Logit, Mixed Multinomial Logit, Error Components Logit, Karma Logit Modeli
관련53
요약Microsimulation is a computational method that simulates policy effects by operating directly on a population of individual micro-units — households, firms, patients — and applying rules to each unit according to its own demographic, economic, and behavioural characteristics. Developed conceptually by Guy Orcutt in 1957, it has become the standard tool for evaluating tax reform, pension systems, and health policy before implementation.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.
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