CLOGITHET: Stata module to estimate heteroscedastic conditional logit model

Statistical Software Components from Boston College Department of Economics

Abstract: clogithet fits a heteroscedastic version of McFadden's conditional logit model. This model is also referred to as the parametrised heteroscedastic multinomial logit model (Hensher et al., 1999) and the heteroscedastic logit model (DeShazo and Fermo, 2002; Hole, 2006). Like -hetprob-, -clogithet- models the relationship between the error variance and a list of user-specified variables. The variables related to the error variance must be constant within groups, i.e. they must be characteristics of the decision-maker rather than alternative attributes.

Language: Stata
Requires: Stata version 9.2
Keywords: logit; conditional logit; heteroskedasticity (search for similar items in EconPapers)
Date: Written 2006-06-15
Note: This module may be installed from within Stata by typing "ssc install clogithet". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/clogithet.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clhet_d2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/clogithet.hlp help file (text/plain)

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