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RCL: Stata module for estimation and simulation of random coefficient logit models

Author

Listed:
  • Szabolcs Lorincz

    (European Commission)

Programming Language

Stata

Abstract

rcl estimates and simulates random coefficient logit models using product level data. The models covered include the random coefficient logit model of Berry, Levinsohn and Pakes (1995) (BLP), nested logit models (with one, two or three nesting level), as well as the simple logit model. The command can perform estimation, merger simulation and calculation of various descriptives (elasticities -grouped or product-level-, diversion ratios, implied marginal costs, compensating marginal cost efficiencies). rcl can also use pre-defined parameter values and/or marginal cost data in these simulations. Hence, it can be used as a basis for estimation, counter-factual simulation and calibration work as well as for data simulation.

Suggested Citation

  • Szabolcs Lorincz, 2016. "RCL: Stata module for estimation and simulation of random coefficient logit models," Statistical Software Components S458216, Boston College Department of Economics, revised 24 Aug 2016.
    • Handle: RePEc:boc:bocode:s458216
    Note: This module should be installed from within Stata by typing "ssc install rcl". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). 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/r/rcl.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nwspgr.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lrcl.mlib
    File Function: Mata object library
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/l/lnwspgr.mlib
    File Function: Mata object library
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions_blp_eq.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions_elasticities.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions_equilibrium.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions_marginal_costs.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions_merger_simulation.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions_nlogit_eq.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions_shares.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions_ssnip.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_mlib_generation.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_functions.do
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_test_data_generation.do
    File Function: sample code
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    File URL: http://fmwww.bc.edu/repec/bocode/n/nwKPU
    File Function: binary matrix code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nwKPN
    File Function: binary matrix code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nwGQU
    File Function: binary matrix code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/n/nwGQN
    File Function: binary matrix code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/r/rcl_test_data.dta
    File Function: sample data file
    Download Restriction: no
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