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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 with an Expectation-Maximisation algorithm proposed in Train (2008). We also show how to use the Stata command lclogit, which performs the estimation automatically.

Suggested Citation

  • Daniele Pacifico, 2011. "Estimating nonparametric mixed logit models via EM algorithm," Center for the Analysis of Public Policies (CAPP) 0094, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  • Handle: RePEc:mod:cappmo:0094
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    File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/lclogit.ado
    File Function: program code
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    File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/lclogit.sthlp
    File Function: program code
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    File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/lclogit_example.do
    File Function: program code
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    File URL: http://www.capp.unimore.it/pubbl/cappapers/Capp_p94/lclogit_example2.do
    File Function: program code
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    File URL: http://155.185.68.2/campusone/web_dep/CappPaper/Capp_p94.zip
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    References listed on IDEAS

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    1. Andrea Brandolini, 1999. "The Distribution of Personal Income in Post-War Italy: Source Description, Data Quality, and the Time Pattern of Income Inequality," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, pages 183-239.
    2. Richard Blundell & Lorraine Dearden & Barbara Sianesi, 2003. "Evaluating the impact of education on earnings in the UK: Models, methods and results from the NCDS," IFS Working Papers W03/20, Institute for Fiscal Studies.
    3. Marco Caliendo & Sabine Kopeinig, 2008. "Some Practical Guidance For The Implementation Of Propensity Score Matching," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 31-72, February.
    4. Andrea Brandolini, 1999. "The Distribution of Personal Income in Post-War Italy: Source Description, Data Quality, and the Time Pattern of Income Inequality," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, pages 183-239.
    5. Marina Murat & Barbara Pistoresi, 2009. "Emigrant and immigrant networks in FDI," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1261-1264.
    6. Giuseppe Marotta, 1997. "Does trade credit redistribution thwart monetary policy? Evidence from Italy," Applied Economics, Taylor & Francis Journals, vol. 29(12), pages 1619-1629.
    7. Sara Flisi & Marcello Morciano, 2011. "Trends and dynamics in the Italian labour market. An empirical evaluation using RFL data, 1993-2007," Department of Economics 0661, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    8. Sara Flisi & Marcello Morciano, 2011. "Trends and dynamics in the Italian labour market. An empirical evaluation using RFL data, 1993-2007," Department of Economics 0661, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
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