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BAYESMIXEDLOGIT: Stata module to perform Bayesian estimation of mixed logit models

Author

Listed:
  • Matthew Baker

    () (Hunter College)

Abstract

bayesmixedlogit can be used to "fit" mixed logit models using Bayesian methods: more precisely, bayesmixedlogit produces draws from the posterior parameter distribution, and then presents summary and other statistics describing the results of the drawing. Detailed analysis of draws from the posterior is left to the discretion of the user. The implementation follows Train (2009, chapter 12).

Suggested Citation

  • Matthew Baker, 2013. "BAYESMIXEDLOGIT: Stata module to perform Bayesian estimation of mixed logit models," Statistical Software Components S457620, Boston College Department of Economics, revised 19 Jan 2015.
  • Handle: RePEc:boc:bocode:s457620
    Note: This module was previously circulated as "bayesmlogit." This module should be installed from within Stata by typing "ssc install bayesmixedlogit". Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

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

    File URL: http://fmwww.bc.edu/repec/bocode/b/bayesmixedlogit.sthlp
    File Function: help file
    Download Restriction: no

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