Estimating nonparametric mixed logit models via EM algorithm
The aim of this paper is to describe a Stata routine for the nonparametric estimation of mixed logit models using a Expectation-Maximisation algorithm. We also compare the performance of our estimator with respect to more typical parametric mixed logit models estimated by means of Simulated Maximum Likelihood.
|Date of creation:||May 2010|
|Date of revision:|
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