Estimating nonparametric mixed logit models via EM algorithm
AbstractThe 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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Bibliographic InfoPaper 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.
Date of creation: Jul 2011
Date of revision:
st0001; lclogit; latent classes; EM algorithm; mixed logit;
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