IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v7y2007i3p388-401.html

Fitting mixed logit models by using maximum simulated likelihood

Author

Listed:
  • 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 LLC, vol. 7(3), pages 388-401, September.
    • Handle: RePEc:tsj:stataj:v:7:y:2007:i:3:p:388-401
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0133
    Download Restriction: no
    File URL: http://www.stata-journal.com/software/sj7-3/st0133/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. David M. Drukker & Richard Gates, 2006. "Generating Halton sequences using Mata," Stata Journal, StataCorp LLC, vol. 6(2), pages 214-228, June.
    2. Lorenzo Cappellari & Stephen P. Jenkins, 2006. "Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation," Stata Journal, StataCorp LLC, vol. 6(2), pages 156-189, June.
    3. 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.
    4. Peter Haan & Arne Uhlendorff, 2006. "Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood," Stata Journal, StataCorp LLC, vol. 6(2), pages 229-245, June.
    5. J. Scott Long & Jeremy Freese, 2006. "Regression Models for Categorical Dependent Variables using Stata, 2nd Edition," Stata Press books, StataCorp LLC, edition 2, number long2, March.
    6. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521747387, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Becker, Gideon, 2014. "The portfolio structure of German households: A multinomial fractional response approach with unobserved heterogeneity," University of Tübingen Working Papers in Business and Economics 74, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
    2. Marco A. Palma & Dmitry V. Vedenov & David Bessler, 2020. "The order of variables, simulation noise, and accuracy of mixed logit estimates," Empirical Economics, Springer, vol. 58(5), pages 2049-2083, May.
    3. Ha Trong Nguyen & Luke B. Connelly, 2017. "The Dynamics of Informal Care Provision in an Australian Household Panel Survey: Previous Work Characteristics and Future Care Provision," The Economic Record, The Economic Society of Australia, vol. 93(302), pages 395-419, September.
    4. David Roodman, 2009. "Estimating Fully Observed Recursive Mixed-Process Models with cmp," Working Papers 168, Center for Global Development.
    5. Sara Ayllón, 2013. "Understanding poverty persistence in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 4(2), pages 201-233, June.
    6. Laura Mørch Andersen, 2013. "Obtaining reliable Likelihood Ratio tests from simulated likelihood functions," IFRO Working Paper 2013/1, University of Copenhagen, Department of Food and Resource Economics.
    7. Caliendo, Marco & Cobb-Clark, Deborah A. & Pfeifer, Harald & Uhlendorff, Arne & Wehner, Caroline, 2024. "Managers’ risk preferences and firm training investments," European Economic Review, Elsevier, vol. 161(C).
    8. Ugo Colombino & Marilena Locatelli, 2008. "Parameters Heterogeneity in a Model of Labour Supply: Exploring the Performance of Mixed Logit," CHILD Working Papers wp21_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
    9. Mosthaf, Alexander, 2017. "Change in self-efficacy as a source of state dependence in labor market dynamics?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168131, Verein für Socialpolitik / German Economic Association.
    10. Thanapong Champahom & Chamroeun Se & Wimon Laphrom & Sajjakaj Jomnonkwao & Ampol Karoonsoontawong & Vatanavongs Ratanavaraha, 2024. "Modeling User Intentions for Electric Vehicle Adoption in Thailand: Incorporating Multilayer Preference Heterogeneity," Logistics, MDPI, vol. 8(3), pages 1-21, August.
    11. Sungkwol Park & Barry K. Goodwin & Xiaoyong Zheng & Roderick M. Rejesus, 2020. "Contract elements, growing conditions, and anomalous claims behaviour in U.S. crop insurance," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(1), pages 157-183, January.
    12. Achtnicht, Martin, 2011. "Do environmental benefits matter? Evidence from a choice experiment among house owners in Germany," Ecological Economics, Elsevier, vol. 70(11), pages 2191-2200, September.
    13. David Roodman, 2011. "Fitting fully observed recursive mixed-process models with cmp," Stata Journal, StataCorp LLC, vol. 11(2), pages 159-206, June.
    14. Ortega, David L. & Wang, H. Holly & Wu, Laping & Hong, Soo Jeong, 2015. "Retail channel and consumer demand for food quality in China," China Economic Review, Elsevier, vol. 36(C), pages 359-366.
    15. Schleich, Joachim & Faure, Corinne & Guetlein, Marie-Charlotte & Tu, Gengyang, 2020. "Conveyance, envy, and homeowner choice of appliances," Energy Economics, Elsevier, vol. 89(C).
    16. Paleti, Rajesh, 2018. "Generalized multinomial probit Model: Accommodating constrained random parameters," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 248-262.
    17. Arthur Van Soest & Arie Kapteyn & Julie Zissimopoulos, 2006. "Using Stated Preferences Data to Analyze Preferences for Full and Partial Retirement," Working Papers WR-345, RAND Corporation.
    18. Erik Stam & Roy Thurik & Peter van der Zwan, 2010. "Entrepreneurial exit in real and imagined markets," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 19(4), pages 1109-1139, August.
    19. Frick, Bernd & Barros, Carlos Pestana & Prinz, Joachim, 2010. "Analysing head coach dismissals in the German "Bundesliga" with a mixed logit approach," European Journal of Operational Research, Elsevier, vol. 200(1), pages 151-159, January.
    20. Faure, Corinne & Guetlein, Marie-Charlotte & Schleich, Joachim & Tu, Gengyang & Whitmarsh, Lorraine & Whittle, Colin, 2022. "Household acceptability of energy efficiency policies in the European Union: Policy characteristics trade-offs and the role of trust in government and environmental identity," Ecological Economics, Elsevier, vol. 192(C).

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:7:y:2007:i:3:p:388-401. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.