MIXLOGIT: Stata module to fit mixed logit models by using maximum simulated likelihood

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MIXLOGIT: Stata module to fit mixed logit models by using maximum simulated likelihood

Author Info

Arne Risa Hole () (University of Sheffield)

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Arne Risa Hole

Abstract

This is an update of -mixlogit- as published in SJ7-3 (st0133). The new features include options for specifying weights (including sampling weights) and for obtaining robust and cluster-robust standard errors. The estimation speed has also been improved by using analytical instead of numerical derivatives when maximising the simulated log-likelihood function. This change has the side-effect of producing somewhat different estimation results from the old version of -mixlogit- with some datasets/ model specifications. The new -numerical- option may be used to replicate estimation results produced with the old version but this should only be used for this purpose as it causes the module to run very slowly.

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File URL: http://fmwww.bc.edu/repec/bocode/m/mixlogit.ado
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File URL: http://fmwww.bc.edu/repec/bocode/m/mixlog_d1.ado
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File URL: http://fmwww.bc.edu/repec/bocode/m/mixlpred.ado
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File URL: http://fmwww.bc.edu/repec/bocode/m/mixlogit.hlp
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File URL: http://fmwww.bc.edu/repec/bocode/m/mixlogit_examples.do
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File URL: http://fmwww.bc.edu/repec/bocode/j/jspmix.dta
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456883.

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Programming language: Stata
Requires: Stata version 9.2
Date of creation: 19 Oct 2007
Date of revision: 24 Sep 2008
Handle: RePEc:boc:bocode:s456883

Note: This module may be installed from within Stata by typing "ssc install mixlogit". Windows users should not attempt to download these files with a web browser.
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Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
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This page was last updated on 2010-1-4.

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