https://github.com/arrjon/randomcoefficients
Nonparameteric Estimation of Random Coefficients Model
https://github.com/arrjon/randomcoefficients
nonparametric random-coefficients
Last synced: 9 months ago
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Nonparameteric Estimation of Random Coefficients Model
- Host: GitHub
- URL: https://github.com/arrjon/randomcoefficients
- Owner: arrjon
- Created: 2023-06-30T09:56:39.000Z (almost 3 years ago)
- Default Branch: main
- Last Pushed: 2024-05-28T07:48:30.000Z (about 2 years ago)
- Last Synced: 2025-06-19T18:46:28.750Z (12 months ago)
- Topics: nonparametric, random-coefficients
- Language: Jupyter Notebook
- Homepage:
- Size: 2.7 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# RandomCoefficients
This is a study project based on the paper [Nonparametric Estimation of the Random Coefficients Model:
An Elastic Net Approach](https://www.sciencedirect.com/science/article/pii/S0304407621000178) by Heiss et al. (2022).
The non-parametric elastic net estimator is implemented in python using the free software package for
convex optimization [CVXOPT](https://cvxopt.org).
Further requirements are listed in the file `requirements.txt`.
A simulation study is performed on a mixed multinomial logit model for demand estimation.
Feel free to contribute to this project.