E-Book, Englisch, 222 Seiten, Web PDF
Reihe: Economic Theory, Econometrics, and Mathematical Economics
The Theory and Its Application to Demand Forecasting
E-Book, Englisch, 222 Seiten, Web PDF
Reihe: Economic Theory, Econometrics, and Mathematical Economics
ISBN: 978-1-4832-9934-1
Verlag: Elsevier Science & Techn.
Format: PDF
Kopierschutz: 1 - PDF Watermark
Autoren/Hrsg.
Weitere Infos & Material
1;Front Cover;1
2;Multinomial Probit: The Theory and its Application to Demand Forecasting;4
3;Copyright Page;5
4;Table of Contents;8
5;Dedication;6
6;Preface;10
7;Acknowledgments;14
8;Chapter 1.
An Introduction to Disaggregate Demand Modeling in the Transportation Field;16
8.1;1.1 Demand Forecasting;17
8.2;1.2 Disaggregate Demand Models;19
8.3;1.3 Random Utility Model Forms;24
8.4;1.4 Calibration of Discrete Choice Models;34
8.5;1.5 Prediction with Discrete Choice Models;37
8.6;1.6 Practical Considerations in Demand Modeling;41
9;Chapter 2.
Maximum-Likelihood Estimation: Computational Aspects;45
9.1;2.1 The Maximum-Likelihood Method;45
9.2;2.2 Choice Probability Calculation Methods;56
9.3;2.3 Likelihood Evaluation;73
9.4;2.4 Maximization Methods and Computer Output Interpretation;76
9.5;2.5 Properties of the Log-Likelihood Function;93
9.6;2.6 Summary;96
10;Chapter 3.
Statistical Aspects of Multinomial Probit Model Calibration;99
10.1;3.1 Model Specification Considerations;99
10.2;3.2 Statistical Properties of MNP Estimators;112
10.3;3.3 Model Updating;123
10.4;3.4 Goodness-of-Fit Measures and Tests;127
10.5;3.5 Summary;137
11;Chapter 4.
Prediction: Mechanical Aspects;139
11.1;4.1 Two Common Figures of Merit;141
11.2;4.2 General Prediction Techniques;150
11.3;4.3 Shortcut Prediction Techniques;161
11.4;4.4 Prediction of Equilibrium;170
11.5;4.5 Calibration Revisited;180
11.6;4.6 Summary;183
12;Chapter 5.
The Statistical Interpretation of Predictions;185
12.1;5.1 Confidence Intervals on the Mean: Binary Models;186
12.2;5.2 Confidence Intervals on the Mean: Multinomial Models;198
12.3;5.3 Prediction Intervals;203
12.4;5.4 Other Considerations;208
12.5;5.5 Summary;211
13;Appendix A:
Some Properties and Definitions of Matrices, Determinants, and Quadratic Functions;213
13.1;Quadratic Function;213
13.2;The First and Second Derivatives of a Quadratic Function;213
13.3;Quadratic Forms;214
13.4;Diagonalization of Symmetric Square Matrices;214
13.5;Properties of Definite and Semidefinite Matrices;214
13.6;Maxima and Minima of Quadratic Functions;215
14;Appendix B:
The Algebra of Expectations with Matrices;217
15;Appendix C:
Some Properties of the Multivariate Normal Distribution;219
15.1;The Standard Normal Distribution and the Logistic Curve;219
15.2;The Multivariate Normal Distribution;221
15.3;The Chi-Square Distribution;222
15.4;The Distribution of Some Quadratic Forms;222
16;Appendix D:
Some Definitions and Properties of Convex and Concave Functions;225
16.1;Convex Sets and Convex (Concave) Functions;225
16.2;Differential Properties of Convex Functions;226
16.3;Unimodality of Convex Functions;226
16.4;Other Properties of Convex Functions;227
17;References;228
18;Index;232
