Guimarães, Paulo; Lindrooth, Richard C. - In: Econometrics Journal 10 (2007) 2, pp. 439-452
In this article, we provide a random utility-based derivation of the Dirichlet-multinomial regression and propose it as a convenient alternative for dealing with overdispersed multinomial data. We show that this model is a natural extension of McFadden's conditional logit for grouped data and...