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BLP: Stata module to estimate Berry Levinsohn Pakes random coefficients logit estimator

Author

Listed:
  • David Vincent

    () (Deloitte LLP)

Abstract

blp estimates the random parameters logit demand model from product market shares, using the algorithm proposed by Berry Levinsohn and Pakes(1995). This allows for endogenous prices, and individual specific coefficients, that can be partially explained by observed variation in demographic variables. The heterogeneity parameters are estimated using the modified Newton-Raphson method with analytic gradient.

Suggested Citation

  • David Vincent, 2012. "BLP: Stata module to estimate Berry Levinsohn Pakes random coefficients logit estimator," Statistical Software Components S457573, Boston College Department of Economics, revised 09 Apr 2015.
  • Handle: RePEc:boc:bocode:s457573
    Note: This module should be installed from within Stata by typing "ssc install blp". Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/b/blp.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/b/blp.sthlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/b/blp_demo.dta
    File Function: sample data file
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    File URL: http://fmwww.bc.edu/repec/bocode/b/blp_nodemo.dta
    File Function: sample data file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/d/demodata.dta
    File Function: sample data file
    Download Restriction: no

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