Identifiability of Finite Mixtures of Multinomial Logit Models with Varying and Fixed Effects

Grün, Bettina and Leisch, Friedrich (April 2008): Identifiability of Finite Mixtures of Multinomial Logit Models with Varying and Fixed Effects. Department of Statistics: Technical Reports, No.24

Abstract

Unique parametrizations of models are very important for parameter interpretation and consistency of estimators. In this paper we analyze the identifiability of a general class of finite mixtures of multinomial logits with varying and fixed effects, which includes the popular multinomial logit and conditional logit models. The application of the general identifiability conditions is demonstrated on several important special cases and relations to previously established results are discussed. The main results are illustrated with a simulation study using artificial data and a marketing dataset of brand choices.

• Item Type: Paper (Technical Report)
• Keywords: conditional logit, finite mixture, identifiability, multinomial logit, unobserved heterogeneity
• Subjects: Mathematics, Computer Science and Statistics > Statistics > Technical Reports
• Language: English