A comparison of algorithms for maximum likelihood estimation of choice models
- 30 June 1988
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 38 (1-2) , 145-167
- https://doi.org/10.1016/0304-4076(88)90031-0
Abstract
No abstract availableThis publication has 21 references indexed in Scilit:
- Maximum Likelihood Estimation of Probabilistic Choice ModelsSIAM Journal on Scientific and Statistical Computing, 1987
- A New Class of Market Share ModelsMarketing Science, 1985
- Convergence Theorems for Least-Change Secant Update MethodsSIAM Journal on Numerical Analysis, 1981
- An Adaptive Nonlinear Least-Squares AlgorithmACM Transactions on Mathematical Software, 1981
- Algorithm 573: NL2SOL—An Adaptive Nonlinear Least-Squares Algorithm [E4]ACM Transactions on Mathematical Software, 1981
- A Model and Measurement Methodology for Predicting Individual Consumer ChoiceJournal of Marketing Research, 1981
- On the efficient computation of the nonlinear full-information maximum-likelihood estimatorJournal of Econometrics, 1980
- Least Change Secant Updates for Quasi-Newton MethodsSIAM Review, 1979
- The Convergence of a Class of Double-rank Minimization AlgorithmsIMA Journal of Applied Mathematics, 1970
- The Convergence of a Class of Double-rank Minimization Algorithms 1. General ConsiderationsIMA Journal of Applied Mathematics, 1970