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BAYESMIXEDLOGIT: Stata module to perform Bayesian estimation of mixed logit models

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Author Info

  • Matthew Baker

    ()
    (Hunter College)

Abstract

bayesmixedlogit can be used to "fit" mixed logit models using Bayesian methods: more precisely, bayesmixedlogit produces draws from the posterior parameter distribution, and then presents summary and other statistics describing the results of the drawing. Detailed analysis of draws from the posterior is left to the discretion of the user. The implementation follows Train (2009, chapter 12).

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File URL: http://fmwww.bc.edu/repec/bocode/b/bayesmixedlogit.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/b/bayesmixedlogit.sthlp
File Function: help file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S457620.

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Programming language: Stata
Requires: Stata version 11.2, the amcmc package from SSC and Jann's moremata package from SSC (q.v.)
Date of creation: 21 Mar 2013
Date of revision:
Handle: RePEc:boc:bocode:s457620

Note: This module was previously circulated as "bayesmlogit." This module should be installed from within Stata by typing "ssc install bayesmixedlogit". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: Adaptive Markov chain Monte Carlo; Sampling from distributions. Adaptive MCMC; mixed logit; Bayesian estimation;

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