Fosgerau, M., and Bierlaire, M. (2007)

A practical test for the choice of mixing distribution in discrete choice models, Transportation Research Part B: Methodological 41(7):784-794.

The choice of a specific distribution for random parameters of discrete choice models is a critical issue in transportation analysis. Indeed, various pieces of research have demonstrated that an inappropriate choice of the distribution may lead to serious bias in model forecast and in the estimated means of random parameters. In this paper, we propose a practical test, based on seminonparametric techniques. The test is analyzed both on synthetic and real data, and is shown to be simple and powerful.

doi:10.1016/j.trb.2007.01.002 (click here for the full paper)