This paper undertakes a study about the "zero" option in conjoint analysis. The "zero" option relates to the no choice of products presented to individuals within the frame of a survey. This no choice embeds two distinct concepts, the refusal and the conflict. The first represents the...

Quasi-random numbers that are evenly spread over the integration domain have become used as alternatives to pseudo-random numbers in maximum simulated likelihood problems to reduce computational time. In this paper, we carry out Monte Carlo experiments to explore the properties of quasi-random...

In this paper we introduce a new flexible mixed model for multinomial discrete choice where the key individual- and alternative-specific parameters of interest are allowed to follow an assumptionfree nonparametric density specification while other alternative-specific coefficients are assumed to...

This paper focuses the development of the diagnostics for the perturbations of case-weights and explanatory variables (one or more) in a linear logistic regression model. The effect of specific perturbation scheme on the estimation of parameters is also assessed. In addition, the interpretation...

In this paper, we explore the properties of a positive-part Stein-like estimator which is a stochastically weighted convex combination of a fully correlated parameter model estimator and uncorrelated parameter model estimator in the Random Parameters Logit (RPL) model. The results of our Monte...

This study extends a test for the presence of binding zoning, originally developed to be applied across many adjacent jurisdictions, so that it can be applied within a single jurisdiction. This study also demonstrates how to carry out this test in the presence of spatially correlated OLS...

Indirect inference requires simulating realisations of endogenous variables from the model under study. When the endogenous variables are discontinuous functions of the model parameters, the resulting indirect inference criterion function is discontinuous and does not permit the use of...

We propose serial correlation-robust asymptotic confidence bands for the receiver operating characteristic (ROC) curve and its functional, viz. the area under ROC curve (AUC), estimated by quasi-maximum likelihood in the binormal model. Our simulation experiments confirm that this new method...

In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the heading of item response models (IRM). In Econometrics,...

In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the heading of item response models (IRM). In Econometrics,...