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

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References

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  1. Joel Huber & Kenneth Train, 2001. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics 0012003, EconWPA.
  2. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
  3. Marina Murat & Barbara Pistoresi, 2009. "Emigrant and immigrant networks in FDI," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1261-1264.
  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. Giuseppe Marotta, 1997. "Does trade credit redistribution thwart monetary policy? Evidence from Italy," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1619-1629.
  6. 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".
  7. 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.
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Cited by:
  1. Daniele Pacifico, 2010. "On the role of unobserved preference heterogeneity in discrete choice models of labour supply," Center for the Analysis of Public Policies (CAPP) 0071, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.
  2. Daniele Pacifico & Hong il Yoo, 2012. "A Stata module for estimating latent class conditional logit models via the Expectation-Maximization algorithm," Discussion Papers 2012-49, School of Economics, The University of New South Wales.
  3. Kabatek, J., 2013. "Iteration Capping For Discrete Choice Models Using the EM Algorithm," Discussion Paper 2013-019, Tilburg University, Center for Economic Research.
  4. Paola Bertolini & Enrico Giovannetti & Francesco Pagliacci, 2011. "Regional patterns in the achievement of the Lisbon Strategy: a comparison between polycentric regions and monocentric ones," Center for the Analysis of Public Policies (CAPP) 0097, Universita di Modena e Reggio Emilia, Dipartimento di Economia Politica.

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