01015560

Component

https://doi.org/10.3141/1921-13

http://scholar.google.com...kten&publication_year=2005

The overall performance of the quasi–Monte Carlo (QMC) sequences proposed by Halton and Faure, as well as their scrambled versions, are numerically compared against each other and against the Latin hypercube sampling sequence in the context of the simulated likelihood estimation of a mixed multinomial logit model of choice. In addition, the efficiency of the QMC sequences generated with and without scrambling is compared across observations, and the performance of the Box–Muller and inverse normal transform procedures is tested. Numerical experiments were performed in five dimensions with 25, 125, and 625 draws and in 10 dimensions with 100 draws. Results indicate that the Faure sequence consistently outperforms the Halton sequence and that the scrambled versions of the Faure sequence perform best overall.

01015546

English

0000-0002-0715-8121

pp 112-122

2005

Transportation Research Record: Journal of the Transportation Research Board

0309093953

Print

Figures (5) ; References (25) ; Tables (4)

Monte Carlo method; Multinomial logits; Performance; Simulation

Discrete choice models

Highways; Planning and Forecasting; I72: Traffic and Transport Planning

TRIS, TRB, ATRI

Jan 19 2006 9:52AM

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