Discrete Choice Methods with

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1、DiscreteChoiceMethodswithSimulationKennethTrainUniversityofCalifornia,BerkeleyNationalEconomicResearchAssociatesVersiondatedMarch8,2002Publisher:CambridgeUniversityPressScheduledpublicationdate:Autumn2002.Pleasecontactmewithanycorrections,comments,andsuggestion

2、s,attrain@econ.berkeley.eduor415-291-1023.toDanielMcFaddenandinmemoryofKennethTrain,Sr.Thiscopyismadeavailableforusebyindividualsfortheirpersonalresearchandstudy.PermissionisnotgrantedtouseanypartofthisworkforanyotherpurposewhatsoeverwithoutthewrittenconsentofC

3、ambridgeUniversityPress.ivContents1Introduction11.1Motivation.........................11.2ChoiceProbabilitiesandIntegration...........31.3Outlineofbook.......................71.4Topicsnotcovered.....................81.5Acouplenotes.......................12IBeha

4、vioralModels132Properties152.1Overview..........................152.2Thechoiceset........................152.3Derivationofchoiceprobabilities.............192.4Specificmodels.......................222.5Identificationofchoicemodels...............242.5.1Onlydifferenc

5、esinutilitymatter.........242.5.2Theoverallscaleofutilityisirrelevant......292.6Aggregation.........................352.6.1Sampleenumeration................372.6.2Segmentation....................382.7Forecasting.........................392.8Recalibrationofconst

6、ants.................393Logit413.1Choiceprobabilities....................413.2Thescaleparameter....................483.3Powerandlimitationsoflogit...............503.3.1Tastevariation...................50vviCONTENTS3.3.2Substitutionpatterns...............533.3.3

7、Paneldata.....................593.4Non-linearrepresentativeutility..............613.5ConsumerSurplus.....................643.6DerivativesandElasticities................673.7Estimation.........................703.7.1Exogenoussample.................703.7.2Choice-

8、basedsamples...............763.8GoodnessofFitandHypothesisTesting.........783.8.1Goodnessoffit...................783.8.2Hypothesistesting.................803.9CaseStudy......