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    Bayesian Inference in the Multinomial Logit Model
    Austrian Statistical Society ; 2016
    In:  Austrian Journal of Statistics Vol. 41, No. 1 ( 2016-02-24)
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    In: Austrian Journal of Statistics, Austrian Statistical Society, Vol. 41, No. 1 ( 2016-02-24)
    Abstract: The multinomial logit model (MNL) possesses a latent variable representation in terms of random variables following a multivariate logistic distribution. Based on multivariate finite mixture approximations of the multivariate logistic distribution, various data-augmented Metropolis-Hastings algorithms are developed for a Bayesian inference of the MNL model.
    Type of Medium: Online Resource
    ISSN: 1026-597X
    URL: Article
    DOI: 10.17713/ajs.v41i1.186
    Language: Unknown
    Publisher: Austrian Statistical Society
    Publication Date: 2016
    detail.hit.zdb_id: 2036968-2
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