Estimating nonparametric mixed logit models via EM algorithm

The aim of this paper is to describe a Stata routine for the nonparametric estimation of mixed logit models using a Expectation-Maximisation algorithm. We also compare the performance of our estimator with respect to more typical parametric mixed logit models estimated by means of Simulated Maximum Likelihood.

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Year of publication:	2010-05
Authors:	Pacifico, Daniele
Institutions:	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
Subject:	EM algorithm \| latent class \| mixed logit model \| unobserved heterogeneity

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Extent:	application/pdf
Series:	Center for the Analysis of Public Policies (CAPP).
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008492912