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Estimating nonparametric mixed logit models via EM algorithm

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  • Daniele Pacifico

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Abstract

The aim of this paper is to describe a Stata routine for the nonparametric estimation of mixed logit models with an Expectation-Maximisation algorithm proposed in Train (2008). We also show how to use the Stata command lclogit, which performs the estimation automatically.

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File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/lclogit.ado
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File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/lclogit.sthlp
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File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/lclogit_example.do
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File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/lclogit_example2.do
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File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/capp_p94.pdf
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Bibliographic Info

Paper provided by Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica in its series Center for the Analysis of Public Policies (CAPP) with number 0094.

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Date of creation: Jul 2011
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Handle: RePEc:mod:cappmo:0094

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Web page: http://www.capp.unimore.it
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Related research

Keywords: st0001; lclogit; latent classes; EM algorithm; mixed logit;

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