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Other ORP type . 2011
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Research Papers in Economics
2011
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Estimating nonparametric mixed Logit Models via EM algorithm

appsOther research productkeyboard_double_arrow_right Other ORP type 01 Jan 2010 Italy English Publisher:Dipartimento di Economia Marco Biagi – Università di Modena e Reggio Emilia
Authors: Daniele Pacifico;

handle: 11380/1299296 , 11380/1300244 , 11380/1301100

Estimating nonparametric mixed Logit Models via EM algorithm

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.

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Italy
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Keywords

st0001, lclogit, latent classes, EM algorithm, mixed logit

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