nep-dcm New Economics Papers
on Discrete Choice Models
Issue of 2011‒11‒01
one paper chosen by
Philip Yu
Hong Kong University

  1. Estimating nonparametric mixed Logit Models via EM algorithm By Daniele Pacifico

  1. 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

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