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MIXLOGIT: Stata module to fit mixed logit models by using maximum simulated likelihood

Author

Listed:
  • Arne Risa Hole

    () (University of Sheffield)

Abstract

This is an update of mixlogit as published in SJ7-3 (st0133). The new features include options for specifying weights (including sampling weights) and for obtaining robust and cluster-robust standard errors. The estimation speed has also been improved by using analytical instead of numerical derivatives when maximising the simulated log-likelihood function. This change has the side-effect of producing somewhat different estimation results from the old version of mixlogit with some datasets/ model specifications. The new -numerical- option may be used to replicate estimation results produced with the old version but this should only be used for this purpose as it causes the module to run very slowly.

Suggested Citation

  • Arne Risa Hole, 2007. "MIXLOGIT: Stata module to fit mixed logit models by using maximum simulated likelihood," Statistical Software Components S456883, Boston College Department of Economics, revised 20 Apr 2016.
  • Handle: RePEc:boc:bocode:s456883
    Note: This module should be installed from within Stata by typing "ssc install mixlogit". Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mixlogit.ado
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    File URL: http://fmwww.bc.edu/repec/bocode/m/mixlog_d1.ado
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    More about this item

    Keywords

    mixed logit; maximum simulated likelihood;

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