A Stata module for estimating latent class conditional logit models via the Expectation-Maximization algorithm
AbstractThis paper describes lclogit, a Stata module for estimating a discrete mixture or latent class logit model via the EM algorithm.
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Bibliographic InfoPaper provided by School of Economics, The University of New South Wales in its series Discussion Papers with number 2012-49.
Length: 16 pages
Date of creation: Nov 2012
Date of revision:
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Web page: http://www.economics.unsw.edu.au/
More information through EDIRC
st0001; lclogit; latent class model; EM algorithm; mixed logit;
Other versions of this item:
- Daniele Pacifico & Hong il Yoo, 2012. "Iclogit: a Stata module for estimating a mixed logit model with discrete mixing distribution via the Expectation-Maximization algorithm," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
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- 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.
- Daniele Pacifico, 2011. "Estimating nonparametric mixed Logit Models via EM algorithm," Department of Economics 0663, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Sophia Rabe-Hesketh & Anders Skrondal & Andrew Pickles, 2002. "Reliable estimation of generalized linear mixed models using adaptive quadrature," Stata Journal, StataCorp LP, vol. 2(1), pages 1-21, February.
- 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.
- Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
- 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.
- Joel Huber and Kenneth Train., 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers E00-289, University of California at Berkeley.
- Joel Huber & Kenneth Train, 2001. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics 0012003, EconWPA.
- Junyi Shen, 2009. "Latent class model or mixed logit model? A comparison by transport mode choice data," Applied Economics, Taylor & Francis Journals, vol. 41(22), pages 2915-2924.
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