Fitting nonparametric mixed logit models via expectation-maximization algorithm

In this article, I provide an illustrative, step-by-step implementation of the expectation-maximization algorithm for the nonparametric estimation of mixed logit models. In particular, the proposed routine allows users to fit straightforwardly latent-class logit models with an increasing number of mass points so as to approximate the unobserved structure of the mixing distribution. Copyright 2012 by StataCorp LP.

MoreLess

Year of publication:	2012
Authors:	Pacifico, Daniele
Published in:	Stata Journal. - StataCorp LP. - Vol. 12.2012, 2, p. 284-298
Publisher:	StataCorp LP
Subject:	latent classes \| expectation-maximization algorithm \| nonparametric mixed logit

More details

Type of publication:	Article
Notes:	to access software from within Stata, net describe http://www.stata-journal.com/software/sj12-2/st0258/
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011002432