ease_wwj 发表于 2010-5-18 08:32 
请问我想标定Generalized Nested Logit模型,哪个软件有这个功能?
SAS procedure "multinomial discrete choice" or SAS proc mdc.
Here is an overview.
Overview: MDC ProcedureThe MDC (multinomial discrete choice) procedure analyzes models where the choice set consists of multiple alternatives. This procedure supports conditional logit, mixed logit, heteroscedastic extreme value, nested logit, and multinomial probit models. The MDC procedure uses the maximum likelihood (ML) or simulated maximum likelihood method for model estimation. The term
multinomial logit is often used in the econometrics literature to refer to the
conditional logit model of McFadden (1974). Here, the term
conditional logit refers to McFadden’s conditional logit model, and the term
multinomial logit refers to a model that differs slightly. Schmidt and Strauss (1975) and Theil (1969) are early applications of the multinomial logit model in the econometrics literature. The main difference between McFadden’s conditional logit model and the multinomial logit model is that the multinomial logit model makes the choice probabilities depend on the characteristics of the individuals only, whereas the conditional logit model considers the effects of choice attributes on choice probabilities as well.
Unordered multiple choices are observed in many settings in different areas of application. For example, choices of housing location, occupation, political party affiliation, type of automobile, and mode of transportation are all unordered multiple choices. Economics and psychology models often explain observed choices by using the
random utility function. The utility of a specific choice can be interpreted as the relative pleasure or happiness that the decision maker derives from that choice with respect to other alternatives in a finite choice set. It is assumed that the individual chooses the alternative for which the associated utility is highest. However, the utilities are not known to the analyst with certainty and are therefore treated by the analyst as random variables. When the utility function contains a random component, the individual choice behavior becomes a probabilistic process.
The random utility function of individual

for choice

can be decomposed into deterministic and stochastic components:
where

is a deterministic utility function, assumed to be linear in the explanatory variables, and

is an unobserved random variable that captures the factors that affect utility that are not included in

. Different assumptions on the distribution of the errors,

, give rise to different classes of models.