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Fitting mixed logit models by using maximum simulated likelihood

Author

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  • Arne Risa Hole

    (National Primary Care Research and Development Centre, University of York)

Abstract

This article describes the mixlogit Stata command for fitting mixed logit models by using maximum simulated likelihood. Copyright 2007 by StataCorp LP.

Suggested Citation

  • Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
    • Handle: RePEc:tsj:stataj:v:7:y:2007:i:3:p:388-401
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    References listed on IDEAS

    as
    1. Lorenzo Cappellari & Stephen P. Jenkins, 2006. "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," Stata Journal, StataCorp LP, vol. 6(2), pages 156-189, June.
    2. Peter Haan & Arne Uhlendorff, 2006. "Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 6(2), pages 229-245, June.
    3. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555, January.
    4. David Revelt & Kenneth Train, 1998. "Mixed Logit With Repeated Choices: Households' Choices Of Appliance Efficiency Level," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 647-657, November.
    5. J. Scott Long & Jeremy Freese, 2006. "Regression Models for Categorical Dependent Variables using Stata, 2nd Edition," Stata Press books, StataCorp LP, edition 2, number long2, March.
    6. David M. Drukker & Richard Gates, 2006. "Generating Halton sequences using Mata," Stata Journal, StataCorp LP, vol. 6(2), pages 214-228, June.
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