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Journal of Classification

, Volume 25, Issue 2, pp 225–247 | Cite as

Identifiability of Finite Mixtures of Multinomial Logit Models with Varying and Fixed Effects

  • Bettina Grün
  • Friedrich Leisch
Article

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 are illustrated with a simulation study using artificial data and a marketing dataset of brand choices.

Keywords

Conditional logit Finite mixture Identifiability Multinomial logit Unobserved heterogeneity 

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Copyright information

© Springer Science+Business Media, LLC 2008

Authors and Affiliations

  1. 1.Department of Statistics and MathematicsWirtschaftsuniversit ät WienViennaAustria
  2. 2.Department of StatisticsLudwig-Maximilians-UniversitätMünchenGermany

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