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

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Listed:
  • 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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    File URL: http://www.dt.tesoro.it/export/sites/sitodt/modules/documenti_it/analisi_progammazione/working_papers/WP_N._6-2012.pdf
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    References listed on IDEAS

    as
    1. Joel Huber and Kenneth Train., 2000. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers E00-289, University of California at Berkeley.
    2. Greene, William H. & Hensher, David A., 2003. "A latent class model for discrete choice analysis: contrasts with mixed logit," Transportation Research Part B: Methodological, Elsevier, vol. 37(8), pages 681-698, September.
    3. Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
    4. Daniele Pacifico, 2011. "Estimating nonparametric mixed Logit Models via EM algorithm," Department of Economics 0663, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    5. repec:mod:cappmo:0072 is not listed on IDEAS
    6. Sophia Rabe-Hesketh & Anders Skrondal & Andrew Pickles, 2002. "Reliable estimation of generalized linear mixed models using adaptive quadrature," Stata Journal, StataCorp LP, vol. 2(1), pages 1-21, February.
    7. Junyi Shen, 2009. "Latent class model or mixed logit model? A comparison by transport mode choice data," Applied Economics, Taylor & Francis Journals, vol. 41(22), pages 2915-2924.
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    Citations

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    Cited by:

    1. Sylvaine Lemeilleur & Julie Subervie & Anderson Edilson Presoto & Roberta de Castro Souza & Maria Sylvia Macchione Saes, 2016. "Eco-certified contract choice among coffee farmersin Brazil," Working Papers 16-09, LAMETA, Universtiy of Montpellier.
    2. repec:spr:pharme:v:35:y:2017:i:7:d:10.1007_s40273-017-0506-4 is not listed on IDEAS
    3. 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.
    4. Nathan Kettlewell, 2016. "Policy Choice and Product Bundling in a Complicated Health Insurance Market: Do People get it Right?," Discussion Papers 2016-16, School of Economics, The University of New South Wales.
    5. 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, 2016, Boston, Massachusetts 235778, Agricultural and Applied Economics Association.

    More about this item

    Keywords

    Keywords: st0001; lclogit; latent class model; EM algorithm; mixed logit;

    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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