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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 automaticall

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Bibliographic Info

Paper provided by University of Modena and Reggio E., Faculty of Economics "Marco Biagi" in its series Department of Economics with number 0663.

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Length: pages 17
Date of creation: Sep 2011
Date of revision:
Handle: RePEc:mod:depeco:0663

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

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

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  1. Huber, Joel & Train, Kenneth, 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series qt7zm4f51b, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  2. Greene, William H. & Hensher, David A., 2003. "A latent class model for discrete choice analysis: contrasts with mixed logit," Transportation Research Part B: Methodological, Elsevier, vol. 37(8), pages 681-698, September.
  3. Emanuele Ciani & Donatella fresu, 2011. "From SHIW to IT-SILC: Construction and Representativeness of the New CAPP_DYN First-Year Population," Department of Economics 0662, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  4. Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
  5. Marina Murat & Barbara Pistoresi, 2009. "Emigrant and immigrant networks in FDI," Applied Economics Letters, Taylor and Francis Journals, vol. 16(12), pages 1261-1264.
  6. Giuseppe Marotta, 1997. "Does trade credit redistribution thwart monetary policy? Evidence from Italy," Applied Economics, Taylor and Francis Journals, vol. 29(12), pages 1619-1629.
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Cited by:
  1. Paola Bertolini & Enrico Giovanetti & Francesco Pagliacci, 2011. "Regional Patterns in the Achievement of the Lisbon Strategy: a Comparison Between Polycentric Regions and Monocentric Ones," Department of Economics 0664, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".

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