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Estimating nonparametric mixed logit models via EM algorithm

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  • Daniele Pacifico

Abstract

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.

Suggested Citation

  • 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".
    • Handle: RePEc:mod:cappmo:0072
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    Cited by:

    1. Kabatek, J., 2013. "Iteration Capping For Discrete Choice Models Using the EM Algorithm," Discussion Paper 2013-019, Tilburg University, Center for Economic Research.
    2. Meron Tekalign & Nicole Groot Zevert & Amanuel Weldegebriel & Jean Poesen & Jan Nyssen & Anton Van Rompaey & Lindsey Norgrove & Bart Muys & Liesbet Vranken, 2018. "Do Tourists’ Preferences Match the Host Community’s Initiatives? A Study of Sustainable Tourism in One of Africa’s Oldest Conservation Areas," Sustainability, MDPI, vol. 10(11), pages 1-19, November.
    3. 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.
    4. Paola Bertolini & Enrico Giovannetti & Francesco Pagliacci, 2011. "Regional patterns in the achievement of the Lisbon Strategy: a comparison between polycentric regions and monocentric ones," Center for the Analysis of Public Policies (CAPP) 0097, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
    5. Daniele Pacifico, 2014. "On the role of unobserved preference Heterogeneity in discrete choice Models of labour supply," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
    6. Sitienei, Isaac & Gillespie, Jeffrey & Harrison, Robert & Scaglia, Guillermo, 2015. "Estimating Desirable Cattle Traits Using Latent Class and Mixed Logit Models: A Choice Modeling Application to the U.S. Grass-Fed Beef Industry," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196706, Southern Agricultural Economics Association.
    7. Daniele Pacifico, 2013. "On the role of unobserved preference heterogeneity in discrete choice models of labour supply," Empirical Economics, Springer, vol. 45(2), pages 929-963, October.

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