Estimating nonparametric mixed Logit Models via EM algorithm

Department of Economics from University of Modena and Reggio E., Faculty of Economics "Marco Biagi"

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 automaticall

Keywords: st0001; lclogit; latent classes; EM algorithm; mixed logit (search for similar items in EconPapers)
Pages: pages 17
Date: 2011-09
New Economics Papers: this item is included in nep-dcm
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Citations: View citations in EconPapers (8)

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Related works:
Working Paper: Estimating nonparametric mixed logit models via EM algorithm (2010)
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