The multinomial logit model is frequently used in marketing research to explain consumers’ brand choice decisions. In almost all applications of this model, the parameters of the consumers’ utility function are assumed to be constant across time. In contrast to this assumption, both...

We propose new procedures for estimating the univariate quantities of interest in both additive and multiplicative nonparametric marker dependent hazard models. We work with a full counting process framework that allows for left truncation and right censoring. Our procedures are based on kernels...

This research extends the Farrell-based returns to scale methodology into Russell and Additive models in three ways with the focus of relationships between interior points and projected points. First, we present and prove four theorems that identify the scale nature. Second, we compare these...

When additive models with more than two covariates are fitted with the backfitting algorithm proposed by Buja et al. [2], the lack of explicit expressions for the estimators makes study of their theoretical properties cumbersome. Recursion provides a convenient way to extend existing theoretical...

Much empirical research in the social sciences is concerned with estimating conditional mean functions. The most frequently used estimation methods assume that the conditional mean function is known up to a set of constant parameters that can be estimated from data. Such methods are called...