2008
DOI: 10.1007/s00357-008-9022-8
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Identifiability of Finite Mixtures of Multinomial Logit Models with Varying and Fixed Effects

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 a… Show more

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Cited by 56 publications
(50 citation statements)
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“…The proof is straight-forward given the previous results for finite mixtures of standard linear regression models by Hennig (2000) and finite mixtures of GLMs and multinomial logit models with varying and fixed effects in the regression coefficients by Grün (2006); .…”
Section: Generic Identifiabilitymentioning
confidence: 88%
“…The proof is straight-forward given the previous results for finite mixtures of standard linear regression models by Hennig (2000) and finite mixtures of GLMs and multinomial logit models with varying and fixed effects in the regression coefficients by Grün (2006); .…”
Section: Generic Identifiabilitymentioning
confidence: 88%
“…This grouping is specified in R by adding | Center to the formula similar to the notation used in nlme (Pinheiro and Bates 2000). Under the assumption of homogeneity within centers identifiability of the model class can be ensured as induced by the sufficient conditions for identifability given in Follmann and Lambert (1991) for binomial logit models with varying intercepts and Grün and Leisch (2008) for multinomial logit models with varying and constant parameters. In order to determine the suitable number of components, the mixture is fitted with different numbers of components.…”
Section: Beta-blockers Datasetmentioning
confidence: 99%
“…, V : k ∈ K v }. The nesting structure of the component specific parameters is also described in Grün and Leisch (2006). Different concomitant variable models are possible to determine the component weights (Dayton and Macready 1988).…”
Section: Model Specification and Estimationmentioning
confidence: 99%
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“…Alternative approaches to finite mixtures for ordinal data have been advanced by Wedel and DeSarbo (1995); Greene and Hensher (2003); Grün and Leisch (2008); Breen and Luijkx (2010), among others. These authors propose convex combinations of probability distributions belonging to the same class of models and assume the existence of subgroups whose responses should be differently modelled.…”
Section: Introductionmentioning
confidence: 99%