Fitting nonparametric mixed logit models via expectation-maximization algorithm

Daniele Pacifico ()

Stata Journal, 2012, vol. 12, issue 2, 284–298

Abstract: 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.

Keywords: latent classes; expectation-maximization algorithm; nonparametric mixed logit (search for similar items in EconPapers)
Date: 2012
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