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 automaticall
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Bibliographic InfoPaper provided by University of Modena and Reggio E., Faculty of Economics "Marco Biagi" in its series Department of Economics with number 0663.
Length: pages 17
Date of creation: Sep 2011
Date of revision:
st0001; lclogit; latent classes; EM algorithm; mixed logit;
Other versions of this item:
- Daniele Pacifico, 2010. "Estimating nonparametric mixed logit models via EM algorithm," Center for the Analysis of Public Policies (CAPP) 0072, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
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