Bayesian Inference in the Multinomial Logit Model


  • Sylvia Frühwirth-Schnatter University of Economics and Business, Vienna
  • Rudolf Frühwirth Austrian Academy of Sciences, Vienna



The multinomial logit model (MNL) possesses a latent variable representation in terms of random variables following a multivariate logistic distribution. Based on multivariate finite mixture approximations of the multivariate logistic distribution, various data-augmented Metropolis-Hastings algorithms are developed for a Bayesian inference of the MNL model.


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How to Cite

Frühwirth-Schnatter, S., & Frühwirth, R. (2016). Bayesian Inference in the Multinomial Logit Model. Austrian Journal of Statistics, 41(1), 27–43.