EGC: Sparse covariance estimation in logit mixture models
This paper introduces a new data-driven methodology for estimating sparse covariance matrices of the random coefficients in logit mixture models. Researchers typically specify covariance matrices in logit mixture models under one of two extreme assumptions: either an unrestricted full covariance mat...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press (OUP),
2021-10-04T14:17:48Z.
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| Subjects: | |
| Online Access: | Get fulltext |