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基于Gumbel Copula函数的多维Logit模型

李华民 黄海军 王惠文

李华民, 黄海军, 王惠文等 . 基于Gumbel Copula函数的多维Logit模型[J]. 北京航空航天大学学报, 2009, 35(12): 1443-1445.
引用本文: 李华民, 黄海军, 王惠文等 . 基于Gumbel Copula函数的多维Logit模型[J]. 北京航空航天大学学报, 2009, 35(12): 1443-1445.
Li Huamin, Huang Haijun, Wang Huiwenet al. Multinomial Logit model based on Gumbel Copula[J]. Journal of Beijing University of Aeronautics and Astronautics, 2009, 35(12): 1443-1445. (in Chinese)
Citation: Li Huamin, Huang Haijun, Wang Huiwenet al. Multinomial Logit model based on Gumbel Copula[J]. Journal of Beijing University of Aeronautics and Astronautics, 2009, 35(12): 1443-1445. (in Chinese)

基于Gumbel Copula函数的多维Logit模型

基金项目: 国家自然科学基金资助项目(70521001); 国家973基础研究计划资助项目(2006CB705503)
详细信息
    作者简介:

    李华民(1979-),男,河南平顶山人,博士生,li_lhm@sohu.com.

  • 中图分类号: U 491

Multinomial Logit model based on Gumbel Copula

  • 摘要: 针对多维Logit模型中的独立同分布(IID, Identically & Independently Distributed)条件假设,提出了一种基于Copula函数的离散选择模型.利用Copula函数获得多元随机变量的联合分布函数以及Gumbel Copula函数的特性,得到了任意2个随机项之差的联合分布,它依然服从Logistic分布,形式上只比现有的分布函数多了一个倍参数.进一步将此结果推广至多维选择问题,得到了无需IID条件下一个方案被选中的概率,从而克服了多维Logit模型的应用障碍.

     

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出版历程
  • 收稿日期:  2008-11-21
  • 网络出版日期:  2009-12-31

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