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:|
|Contact details of provider:|| Web page: http://www.capp.unimore.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.:
- Marina Murat & Barbara Pistoresi, 2006.
"Emigrants and immigrants networks in FDI,"
Department of Economics
0546, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Joel Huber & Kenneth Train, 2001.
"On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths,"
- 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 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.
- Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
- Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
- Emanuele Ciani & Donatella Fresu, 2011.
"From SHIW to IT-SILC: construction and representativeness of the new CAPP_DYN first-year population,"
Center for the Analysis of Public Policies (CAPP)
0092, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Emanuele Ciani & Donatella fresu, 2011. "From SHIW to IT-SILC: Construction and Representativeness of the New CAPP_DYN First-Year Population," Department of Economics 0662, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
- Giuseppe Marotta, 1997. "Does trade credit redistribution thwart monetary policy? Evidence from Italy," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1619-1629.
- 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:mod:cappmo:0072. 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: (Sara Colombini)
If references are entirely missing, you can add them using this form.