Inference on high dimensional discrete choice model.

Abstract (Discrete choice models are commonly applied in decision making contexts. But problems in predictive performance, variable selection and/or model interpretation arise when the number of predictors greatly exceeds the sample size. In this study, such problems are mitigated via a heuristic ap...

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Bibliographic Details
Main Author: Si, Danilo R.
Format: Manuscript Book
Published: Quezon City University of the Philippines 2019.