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Estimating Multinomial Logit Models with Samples of Alternatives
Sociological Methodology ( IF 6.118 ) Pub Date : 2018-08-30 , DOI: 10.1177/0081175018793460
Benjamin F. Jarvis 1
Affiliation  

This comment reconsiders advice offered by Bruch and Mare regarding sampling choice sets in conditional logistic regression models of residential mobility. Contradicting Bruch and Mare’s advice, past econometric research shows that no statistical correction is needed when using simple random sampling of unchosen alternatives to pare down respondents’ choice sets. Using data on stated residential preferences contained in the Los Angeles portion of the Multi-City Study of Urban Inequality, it is shown that following Bruch and Mare’s advice—to implement a statistical correction for simple random choice set sampling—leads to biased coefficient estimates. This bias is all but eliminated if the sampling correction is omitted.

中文翻译:

使用备选方案样本估计多项 Logit 模型

该评论重新考虑了 Bruch 和 Mare 提供的关于住宅流动性的条件逻辑回归模型中的抽样选择集的建议。与 Bruch 和 Mare 的建议相反,过去的计量经济学研究表明,当使用未选择的替代方案的简单随机抽样来减少受访者的选择集时,不需要进行统计校正。使用包含在城市不平等多城市研究洛杉矶部分中陈述的住宅偏好的数据,表明遵循 Bruch 和 Mare 的建议——对简单随机选择集抽样实施统计校正——导致有偏差的系数估计。如果省略采样校正,这种偏差几乎可以消除。
更新日期:2018-08-30
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