version 1 1
(Nested Logit IIA(Independence from Irrelevant Alternatives [2004] ( [2004] 2
2 Spence and Owen[1977] X,Y,Z X Y U 2 U(X, Y, Z X Y X Y Spence and Owen Spence and Owen p X, p Y X Y X Y p Y p X X Y Y L 3
2.1 iid (random utility n i U in = V in + ɛ in U in V in ɛ in ɛ Gumbel(0,λ iid(independently and identically distributed i Q i n Q i n = ev in j ev jn (1 X Y X Y X Y X=1(,X=0(,Y=1(,Y=0( (V in = V i (X, Y =(1, 1 V 11 (X, Y =(1, 0, (0, 1, (0, 0 V 10,V 01,V 00 X p X Y p Y ((X, Y =(0, 0, (1, 0, (0, 1, (0, 0 V 11 = u 11 αp X αp Y (2 V 10 = u 10 αp X (3 V 01 = u 01 αp Y (4 V 00 = u 00 (5 u 00,u 10,u 01,u 11 1 Q 00 Q 10 Q 01 Q 11 X Q X (= Q 11 + Q 10 Y Q Y (= Q 11 + Q 01 1 X Y Z Z p Z Z X, Y U(X, Y, Z =u(x, Y +v(z I max X,Y,Z u(x, Y +v(z s.t. I p XX + p Y Y + p ZZ (X, Y =(1, 1 V 11 = max Z U(1, 1,Z=u(1, 1 + v ( I p X X p Y Y p Z V 11 = u 11 αp X αp Y 4
1 ɛ in ɛ Gumbel(0,λ iid Q X p Y Q X p X = Prob(Y =1 X =1 Prob(Y =1 X = 0 (6 ɛ in ɛ Gumbel(0,λ iid (1 (2 (5 (X, Y =(1, 1 Q 11 = e u11 αp X αp Y e u11 αp X αp Y + e u 10 αp X + e u 01 αp Y + e u 00 X Q X Q X = e u11 αp X αp Y + e u10 αp X e u11 αp X αp Y + e u 10 αp X + e u 01 αp Y + e u 00 Y p Y Q X p Y αe αp X αp Y (e u00 +u 11 e u10 +u 01 = (e u11 αp X αp Y + e u 10 αp X + e u 01 αp Y + e u 00 2 X Q X X p X Q X p X = α(eu00 + e u01 αp Y (e u11 αp X αp Y + e u10 αp X (e u11 αp X αp Y + e u 10 αp X + e u 01 αp Y + e u 00 2 Q X p Y Q X p X = e αp X αp Y (e u00 +u 11 e u10 +u 01 (e u00 + e u01 αp Y (e u 11 αp X αp Y + e u 10 αp X (7 X Y Prob(Y =1 X =1 = Q11 Q X = Prob(Y =1 X =0 = e u11 αpx αpy e u10 αp X + e u 11 αp X αp Y Q 10 1 Q X = e u01 αpy e u01 αp Y + e u 00 5
Prob(Y =1 X =1 Prob(Y =1 X =0= (7 ( η XY e αp X αp Y (e u00 +u 11 e u10 +u 01 (e u00 + e u01 αp Y (e u 11 αp X αp Y + e u 10 αp X αe αp X αp Y (e u00 +u 11 e u10 +u 01 p Y η XY = (e u10 αp Y + e u 11 αp X αp Y (e u 11 αp X αp Y + e u 10 αp X + e u 01 αp Y + e u 00 (6 X Y X Y p X /p Y X Y (6 X Y (X, Y =(1, 1, (0, 0 S = Prob(Y =1 X =1 Prob(Y =1 X = 0 (8 S =1 0=1 (X, Y =(1, 0, (0, 1 S =0 1= 1 - [ 1, 1] (6 (7 e u00 +u 11 e u10 +u 01 (9 X Y (8 (9 e u00 +u 11 e u10 +u 01 6
(u 00 + u 11 (u 10 + u 01 (u 11 u 10 (u 01 u 00 (10 u 11 u 10 = u11 u 10 1 0 u 01 u 00 = u01 u 00 1 0 = Δu ΔY = Δu ΔY X=1 X=0 (10 Δu ΔY Δu X=1 ΔY X=0 1 0 2 u (6 X Y (6 ɛ in ɛ Gumbel(0,λ iid ɛ in X X Y X X Y X (X, Y =(1, 0or(1, 1 X Y X Y (6 X Y S S S 7
2.2 X Y X Y U 00 = V 00 (11 U 10 = V 10 + ɛ x (12 U 01 = V 01 + ɛ y (13 U 11 = V 11 + ɛ x + ɛ y (14 (X, Y =(0, 0, (1, 0, (0, 1, (1, 1 U 00 U 10 U 01 U 11 ɛ x ɛ y f(ɛ F (ɛ exp( x (1 + exp( x 2 (11 X Y ɛ 0 ɛ x ɛ 0 ɛ y ɛ 0 (14 X ɛ x ɛ 0 Y ɛ y (11 (14 ɛ x ɛ y X Y X ɛ x Y ɛ y V 00 V 10 V 01 V 11 8
(14 ɛ x + ɛ y U 00 U 10 U 01 U 11 S 2 (11 (14 U 00 + U 11 = U 10 + U 01 S =0 U 00 + U 11 <U 10 + U 01 S U 11 U 00 + U 11 >U 10 + U 01 (U 00 + U 11 (U 10 + U 01 U 00 +U 11 = U 10 +U 01 U 11 U 01 = U 10 U 00 Y X U 11 U 10 = U 01 U 00 X Y S 0 U 00 U 10 U 01 U 11 U 00 + U 11 <U 10 + U 01 S =0 iid iid (6 iid S 3 X Y 0 Prob(Y =1 X =1 Prob(Y =1 X =0 9
Prob(Y =1 Z = ez β 1+e Z β β Z X X Prob(X =1 Y =1 Prob(Y =1 X =1= Prob(X =1 Y =1+Prob(X =1 Y =0 Prob(X =0 Y =1 Prob(Y =1 X =0= Prob(X =0 Y =1+Prob(X =0 Y =0 Prob(X =1 Y =1 Prob(X =1 Y =0 Prob(X = 0 Y =1 Prob(X =0 Y =0 (multinominal logit Prob(Y =1 X =1= Prob(X =1 Y =1 Prob(X =1 Prob(X =1 Y =1 Prob(X =1 Z X (multinominal logit X NHK( Y CX( u XY (AGE (MF (INCM (SP u 00 =0(X =0 Y =0 10
P C( -0.663-2.40 0.016 X =0 AGE 0.018 6.07 0.000 Y =1 MF 0.384 3.48 0.000 INCM -0.078-2.76 0.006 SP 0.144 2.25 0.025 C -2.35-7.24 0.000 X =1 AGE 0.035 10.82 0.000 Y =0 MF 0.215 1.74 0.081 INCM -0.047-1.51 0.131 SPCAN 0.561 6.88 0.000 C -4.500-12.64 0.000 X =1 AGE 0.062 17.96 0.000 Y =1 MF 0.702 5.64 0.000 INCM -0.082-2.67 0.008 SP 0.863 9.54 0.000 R 2 0.227 Log Likelihood -3276.17 n=2614 AGE =41.6, MF =1.53, INCM =5.71, SP =1.70 u 00 =0.000, u 01 =0.532, u 10 =0.347, u 11 =0.034 Q ij e uij =, for i, j =0, 1 ukl k,l=0,1 e Q 00 =0.194, Q 01 =0.330, Q 10 =0.275, Q 11 =0.201 Prob(Y =1 X =1= Prob(Y =1 X =0= Q 11 Q 10 + Q 11 = 0.201 0.275 + 0.201 =0.422 Q 01 Q 00 + Q 01 = 0.330 0.194 + 0.330 =0.630 Prob(Y =1 X =1 Prob(Y =1 X =0=0.422 0.630 = 0.208 NHK NTV X NTV( Y CX( u 00 =0(X =0 Y =0 11
P C( -0.347-1.16 0.246 X =0 AGE -0.016-5.17 0.000 Y =1 MF 0.632 5.24 0.000 INCM -0.012-0.39 0.698 SP 0.025 0.34 0.734 C -1.69-5.57 0.000 X =1 AGE 0.019 6.47 0.000 Y =0 MF 0.379 3.26 0.001 INCM -0.001-0.35 0.727 SP 0.300 3.83 0.000 C -0.752-2.64 0.008 X =1 AGE 0.004 1.37 0.170 Y =1 MF 0.983 8.78 0.000 INCM -0.109-3.87 0.000 SP 0.050 0.72 0.473 R 2 0.102 Log Likelihood -3453.01 n=2614 u 00 =0.000, u 01 = 0.058, u 10 =0.133, u 11 =0.372 Q 00 =0.220, Q 01 =0.208, Q 10 =0.252, Q 11 =0.320 Prob(Y =1 X =1= Prob(Y =1 X =0= Q 11 Q 10 + Q 11 = 0.320 0.252 + 0.320 =0.560 Q 01 Q 00 + Q 01 = 0.208 0.220 + 0.208 =0.485 Prob(Y =1 X =1 Prob(Y =1 X =0=0.560 0.485 = 0.074 CX NTV Spence and Owen [1977] 12
Spence and Owen Spence and Owen Spence and Owen A NHK NTV CX NTV NHK (X =1 (X =0 NTV (X =0 0.630 X =1 0.422 CX (X =0 0.485 X =1 0.560 A X A A x x x = X A + ɛ ɛ σ A y x S y x S y x 13
S y x x NHK CX NTV CX Y NHK Y NHK Y NHK Y NHK NHK CX NHK CX NTV NTV CX CX X A A X B B p A p B A A S B A A B 14
A,B A.1 T x 1 = X 1 + ɛ 1 X 1 ɛ 1 N(0,σ 1 15
N X i σi 2 j j y j j R j j x i S y j x i (i =1, 2,,N R j j i x i (( P S y j x i max (S y j x k (S y j x i R j k i q j i y j R j (X i,σ i (i =1, 2,,N T i j q j i Po(λj i Tq j λ j i Po(λ A Po(λ B Po(λ A +λ B j T Po( i=1,2,,n λj i λ j i (y j,r j, (x i,σ i i=1,2,,n λj i N N(m, V Po(λ λ N(m, V 2 Po(λ λ x E λ (E x (x; λ = E λ (λ =m E λ (E x ((x m 2 ; λ = E λ (E x ((x λ 2 2(x λ(λ m+(λ m 2 ; λ = E λ (E x ((x λ 2 ; λ 2E λ (E x ((x λ(λ m; λ +E λ (E x ((λ m 2 ; λ = E λ (λ+e λ (λ m 2 = m + V λ ˆM Ŝ m = ˆM V = Ŝ ˆM Po(λ λ N( ˆM,Ŝ ˆM 2 A B j P ( max i=1,2,,n (S yj xi >Rj q j y j R j (X i,σ i(i =1, 2,,N T j Bin(T,q j Tq j m j m j f(m E(m j=m E(m j M 2 = V 16
k ( λ k e λ exp 0 k! 2π ˆV (λ ˆM 2 2 ˆV A.1 3 χ 106.14( 24 5 % 36.41 P =0.000 4 1 λ j i i λj i ( λ 1/λ 1/2 1/λ 5 dλ 3 4 χ 5 26-1-1=24 5 2 2 2 2 17
0 107.36 65 1 132.79 109 2 156.82 152 3 177.73 169 4 194.04 215 5 204.78 241 6 209.44 188 7 208.08 229 8 201.21 185 9 189.70 178 10 174.63 140 11 157.17 110 12 138.47 86 13 119.55 82 14 101.23 90 15 84.15 66 16 68.72 73 17 55.18 52 18 43.59 42 19 33.89 38 20 25.96 20 21 19.60 19 22 14.58 18 23 10.71 11 24 7.76 11 25 5.55 8 26 3.92 6 27 2.73 5 28 1.89 1 29 1.29 1 30 0.87 3 31 0.58 0 32 0.38 0 33 0.25 2 34 0.16 0 35 0.10 0 36 0.07 2 37 0.04 1 38 0.01 0 39 0.00 0 40 0.00 0 18
2 NTV 19
A.2 5 R W R R w w (R, S, x A,x B,σ A,σ B =( 1, 0, 0, 0, 1, 1 (x A,x B (N(x A,σ A,N(x B,σ B y =0 10000 W = w 6 R R 15 1 5 max(r, S y x A,S y x B t=1 6 R S S R =1 y (y 1,y+1 20
(W = w 0.0 5.55 8.44 0.1 4.92 8.13 0.2 4.36 7.90 0.3 3.87 7.71 0.4 3.44 7.54 0.5 3.05 7.36 0.6 2.69 7.14 0.7 2.31 6.82 0.8 1.84 6.24 0.9 1.17 4.83 (W = w =0 (W = w =0.4 (x A.x B =(0, 0 (x A.x B = (0.5, 0.5 (W = w 0.0 4.99 7.81 0.1 4.31 7.43 0.2 3.70 7.13 0.3 3.17 6.88 0.4 2.69 6.67 0.5 2.27 6.46 0.6 1.88 6.22 0.7 1.51 5.88 0.8 1.11 5.31 0.9 0.64 3.97 21
(W = w =0.2 ( 5 S y x y x B (X, Y =(0, 0, (1, 0, (0, 1, (1, 1 Q 11 = Prob((U 11 >U 00 (U 11 >U 10 (U 11 >U 01 = Prob((ɛ x + ɛ y >V 00 V 11 (ɛ x >V 10 V 11 (ɛ x >V 01 V 11 ( 1 F (V 01 V 11 ( 1 F (V 10 V 11 V 00 V 10 V 00 V 11 ɛ x = f(ɛ y dɛ y f(ɛ x dɛ x when V 11 + V 00 V 10 + V 01 V ( 01 V 11 V 10 V 11 1 F (V 01 V 11 ( 1 F (V 10 V 11 when V 11 + V 00 <V 10 + V 01 22
Q 10 = Prob((U 10 >U 00 (U 10 >U 01 (U 10 >U 11 = Prob((ɛ x >V 00 V 10 (ɛ x ɛ y >V 01 V 10 (ɛ y <V 10 V 11 ( 1 F (V 00 V 10 F (V 10 V 11 when V 11 + V 00 V 10 + V 01 ( = 1 F (V 00 V 10 F (V 10 V 11 V 01 V 11 V 10 V 11 f(ɛ y dɛ y f(ɛ x dɛ x when V 11 + V 00 <V 10 + V 01 V 00 V 10 V 10 V 01 +ɛ x Q 01 = Prob((U 01 >U 00 (U 01 >U 10 (U 01 >U 11 = Prob((ɛ y >V 00 V 01 (ɛ y ɛ x >V 10 V 01 (ɛ x <V 01 V 11 ( 1 F (V 00 V 01 F (V 01 V 11 when V 11 + V 00 V 10 + V 01 ( = 1 F (V 00 V 01 F (V 01 V 11 V 01 V 11 V 10 V 01 +ɛ x f(ɛ y dɛ y f(ɛ x dɛ x when V 11 + V 00 <V 10 + V 01 V 00 V 10 V 00 V 01 Q 00 = Prob((U 00 >U 10 (U 00 >U 01 (U 00 >U 11 = Prob((ɛ x <V 00 V 10 (ɛ y >V 00 V 01 (ɛ x + ɛ y <V 00 V 11 F (V 00 V 01 F (V 00 V 10 V 00 V 10 V 00 V 01 = f(ɛ y dɛ y f(ɛ x dɛ x when V 11 + V 00 V 10 + V 01 V 01 V 11 V 00 V 11 ɛ x F (V 00 V 01 F (V 00 V 10 when V 11 + V 00 <V 10 + V 01 V 11 + V 00 = V 10 + V 01 V 01 V 11 = V 00 V 10 Q 11 Q 11 + Q 10 = = Q 11 = Q 10 = Q 01 = ( ( 1 F (V 01 V 11 1 F (V 10 V 11 ( 1 F (V 00 V 10 F (V 10 V 11 ( 1 F (V 00 V 01 F (V 01 V 11 Q 00 = F (V 00 V 01 F (V 00 V 10 ( 1 F (V 01 V 11 ( 1 F (V 10 V 11 (1 F (V 01 V 11 (1 F (V 10 V 11 + (1 F (V 00 V 10 F (V 10 V 11 ( 1 F (V 01 V 11 ( 1 F (V 10 V 11 (1 F (V 00 V 10 (1 F (V 10 V 11 + (1 F (V 00 V 10 F (V 10 V 11 ( 1 F (V 00 V 10 ( 1 F (V 10 V 11 = (1 F (V 00 V 10 (1 F (V 10 V 11 + (1 F (V 00 V 10 F (V 10 V 11 = 1 F (V 10 V 11 23
V 10 V 11 = V 00 V 01 Q 01 ( 1 F (V 00 V 01 F (V 01 V 11 Q 01 + Q 00 = (1 F (V 00 V 01 F (V 01 V 11 +F (V 00 V 01 F (V 00 V 10 ( 1 F (V 00 V 01 F (V 01 V 11 = (1 F (V 00 V 01 F (V 01 V 11 +F (V 00 V 01 F (V 01 V 11 1 F (V 00 V 01 = (1 F (V 00 V 01 + F (V 00 V 01 = 1 F (V 00 V 01 =1 F (V 10 V 11 S = Prob(Y =1 X =1 Prob(Y =1 X =0 = Q11 Q x Q01 1 Q ( x = 1 F (V 10 V 11 ( 1 F (V 10 V 11 =0 Q 11 = Prob((ɛ x + ɛ y >V 00 V 11 (ɛ x >V 10 V 11 (ɛ x >V 01 V 11 V 11 (ɛ x + ɛ y >V 00 V 11 (ɛ x >V 10 V 11 (ɛ x >V 01 V 11 (ɛ x,ɛ y dq11 0 dv 11 Q 10 = Prob((ɛ x >V 00 V 10 (ɛ x ɛ y >V 01 V 10 (ɛ y <V 10 V 11 V 11 (ɛ y <V 10 V 11 dq 10 0 dq01 dv 11 dv 11 0 Q00 = Prob((ɛ x <V 00 V 10 (ɛ y > V 00 V 01 (ɛ x + ɛ y <V 00 V 11 V 11 (ɛ x + ɛ y <V 00 V 11 dq00 dv 11 0 V 11 + V 00 <V 10 + V 01 Q 00 = F (V 00 V 01 F (V 00 V 10 dq00 =0 dv 11 Q 11 + Q 10 + Q 01 + Q 00 =1 dq 11 dq10 + dv 11 dv S V 11 dv dv dq01 dq00 + + =0 11 11 11 d d dv 11 dq 11 (Q 11 + Q 10 Q 11 (dq 11 + dq 10 (Q 11 + Q 10 2 dq01 (Q 01 + Q 00 Q 01 (dq 01 + dq 00 (Q 01 + Q 00 2 dq 11 = dq 10 dq 01 dq 00 1 ( (Q 11 + Q 10 2 (Q 01 + Q 00 2 dq 10 (Q 10 + Q 11 (Q 00 + Q 01 2 dq 01 (Q 10 + Q 11 (Q 00 + Q 01 2 dq 00 Q 10 (Q 00 + Q 01 2 + dq 00 Q 01 (Q 10 + Q 11 2 24
dq 10 dq 01 dq 11 V 11 + V 00 <V 10 + V 01 dq 00 =0 V 11 + V 00 V 10 + V 01 (V 11 + V 00 (V 10 + V 01 = (V 00 V 10 (V 01 V 11 dq 00 V 00 V 10 dv 11 = f(v 00 V 11 ɛ x f(ɛ x dɛ x V 01 V 11 dq 00 25