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Iclogit: a Stata module for estimating a mixed logit model with discrete mixing distribution via the Expectation-Maximization algorithm

Author

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  • Daniele Pacifico
  • Hong il Yoo

Abstract

This paper describe Iclogit, a Stata module to fit latent class logit models through the Expectation-Maximization algorithm. The stability of this estimation method allows overcoming some of the computational difficulties that normally arise when fitting such models with many latent classes. This, in turn, permits users to estimate nonparameterically the mixing distribution of the random coefficients because the more the mass points of the latent class model, the better the approximation of the unknown joint density of the random coefficients.

Suggested Citation

  • Daniele Pacifico & Hong il Yoo, 2012. "Iclogit: a Stata module for estimating a mixed logit model with discrete mixing distribution via the Expectation-Maximization algorithm," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
    • Handle: RePEc:itt:wpaper:2012-6
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    9. Wakamatsu, Hiroki, 2019. "Heterogeneous Consumer Preference for Seafood Sustainability in Japan," MPRA Paper 92390, University Library of Munich, Germany.
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    12. Emily Lancsar & Denzil G. Fiebig & Arne Risa Hole, 2017. "Discrete Choice Experiments: A Guide to Model Specification, Estimation and Software," PharmacoEconomics, Springer, vol. 35(7), pages 697-716, July.
    13. Christopher J. Cronin & David K. Guilkey & Ilene S. Speizer, 2019. "Measurement error in discrete health facility choice models: An example from urban Senegal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1102-1120, November.
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    16. Saint-Cyr, Legrand D. F., "undated". "Farm heterogeneity and agricultural policy impacts on size dynamics: evidence from France," Working Papers 258013, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2).
    17. Jihee Lee & HyungBin Moon & Jongsu Lee, 2021. "Consumers’ heterogeneous preferences toward the renewable portfolio standard policy: An evaluation of Korea’s energy transition policy," Energy & Environment, , vol. 32(4), pages 648-667, June.
    18. Mai-Thi Ta & Léa Tardieu & Harold Levrel, 2022. "Characterizing the Demand Side of Urban Greening to Inform Urban Planning – A Discrete Choice Experiment in the Paris Metropolitan Region," Revue d'économie politique, Dalloz, vol. 132(6), pages 907-949.
    19. Latacz-Lohmann, Uwe & Schulz, Norbert & Breustedt, Gunnar, 2014. "Assessing Farmers' Willingness to Accept "Greening": Insights from a Discrete Choice Experiment in Gremany," 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France 170560, Agricultural Economics Society.
    20. Nathan Kettlewell, 2020. "Policy Choice and Product Bundling in a Complicated Health Insurance Market: Do People Get It Right?," Journal of Human Resources, University of Wisconsin Press, vol. 55(2), pages 566-610.
    21. Uddin, Azhar & Gallardo, R. Karina, . "Consumers' willingness to pay for organic, clean label, and processed with a new food technology: an application to ready meals," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 24(3).
    22. Kairies-Schwarz, Nadja & Kokot, Johanna & Vomhof, Markus & Wessling, Jens, 2014. "How Do Consumers Choose Health Insurance? – An Experiment on Heterogeneity in Attribute Tastes and Risk Preferences," Ruhr Economic Papers 537, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    23. Saint-Cyr, Legrand D. F., 2016. "Accounting for farm heterogeneity in the assessment of agricultural policy impacts on structural change," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235778, Agricultural and Applied Economics Association.
    24. Nadja Kairies-Schwarz & Johanna Kokot & Markus Vomhof & Jens Wessling, 2014. "How Do Consumers Choose Health Insurance? – An Experiment on Heterogeneity in Attribute Tastes and Risk Preferences," Ruhr Economic Papers 0537, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.

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    Keywords

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    JEL classification:

    • C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

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