nep-dcm 2011-11-01 papers

on Discrete Choice Models

Issue of 2011‒11‒01
one paper chosen by
Philip Yu
Hong Kong University

Estimating nonparametric mixed Logit Models via EM algorithm By Daniele Pacifico

Estimating nonparametric mixed Logit Models via EM algorithm

By:	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 automaticall
Keywords:	st0001, lclogit, latent classes, EM algorithm, mixed logit
Date:	2011–09
URL:	http://d.repec.org/n?u=RePEc:mod:depeco:0663&r=dcm

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