稀疏网格上积分似然逼近的再评价

IF 2.3 3区经济学 Q2 ECONOMICS

Journal of Applied Econometrics Pub Date : 2025-01-07 DOI:10.1002/jae.3108

Szilárd Madaras, Zsolt Sándor

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引用次数: 0

摘要

本文回顾了文献中提出的用于逼近随机系数离散选择模型中作为选择概率的积分的稀疏网格积分。首先，我们成功地将他们的主要发现复制到面板混合逻辑中。其次，对于较高的方差和随机系数方差的不同结构，在某些情况下，我们无法复制原始结果。第三，对于横截面混合对数的重要特例，当备选项数量适中时，原始结果的复制是成功的，否则就失败了。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Reassessment of Likelihood Approximation by Integration on Sparse Grids

This paper revisits sparse grid integration proposed in the literature for approximating integrals that occur as choice probabilities in random coefficient discrete choice models. First, we successfully replicate their main findings for the panel mixed logit. Second, for higher variances and for a different structure of the variances of the random coefficients, in certain cases, we fail to replicate the original results. Third, for the important special case of cross-sectional mixed logit, replication of the original results is successful when the number of alternatives is moderate but fails otherwise.

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来源期刊

Journal of Applied Econometrics Multiple-

CiteScore

3.70

自引率

4.80%

发文量

期刊介绍： The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues). It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis. The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results. The economic content of the articles is stressed. A special feature of the Journal is its emphasis on the replicability of results by other researchers. To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form. The use of microcomputers in applied research and transferability of data is emphasised. The Journal also features occasional sections of short papers re-evaluating previously published papers. The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers. Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged. The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.