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Fitting nonparametric mixed logit models via expectation-maximization algorithm

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  • Daniele Pacifico

    () (Italian Department of the Treasury)

Abstract

In this article, I provide an illustrative, step-by-step implementation of the expectation-maximization algorithm for the nonparametric estimation of mixed logit models. In particular, the proposed routine allows users to fit straightforwardly latent-class logit models with an increasing number of mass points so as to approximate the unobserved structure of the mixing distribution. Copyright 2012 by StataCorp LP.

Suggested Citation

  • Daniele Pacifico, 2012. "Fitting nonparametric mixed logit models via expectation-maximization algorithm," Stata Journal, StataCorp LP, vol. 12(2), pages 284-298, June.
  • Handle: RePEc:tsj:stataj:v:12:y:2012:i:2:p:284-298
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    References listed on IDEAS

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    1. 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.
    2. repec:ags:stataj:119283 is not listed on IDEAS
    3. 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.
    4. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521747387.
    5. 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.
    6. Hole, Arne Risa, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 1-14.
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    1. repec:ags:stataj:249812 is not listed on IDEAS
    2. repec:spr:hecrev:v:7:y:2017:i:1:d:10.1186_s13561-017-0162-6 is not listed on IDEAS
    3. Pacifico, Daniele & Yoo, Hong il, 2013. "lclogit: A Stata command for fitting latent-class conditional logit models via the expectation-maximization algorithm," Stata Journal, StataCorp LP, vol. 13(3), pages 1-17.

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