Iclogit: a Stata module for estimating a mixed logit model with discrete mixing distribution via the Expectation-Maximization algorithm
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.
|Date of creation:||Jul 2012|
|Date of revision:|
|Contact details of provider:|| Web page: http://www.dt.tesoro.it|
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
- 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.
- 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.
- Huber, Joel & Train, Kenneth, 2000.
"On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths,"
Department of Economics, Working Paper Series
qt7zm4f51b, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Joel Huber & Kenneth Train, 2001. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics 0012003, EconWPA.
- 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.
- Daniele Pacifico, 2010. "Estimating nonparametric mixed logit models via EM algorithm," Center for the Analysis of Public Policies (CAPP) 0072, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- 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.
When requesting a correction, please mention this item's handle: RePEc:itt:wpaper:2012-6. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michele Petrocelli)
If references are entirely missing, you can add them using this form.