Estimating nonparametric mixed logit models via EM algorithm

Daniele Pacifico ()

Center for the Analysis of Public Policies (CAPP) from Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"

Abstract: 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.

Keywords: EM algorithm; latent class; mixed logit model; unobserved heterogeneity (search for similar items in EconPapers)
Date: 2010-05
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Citations: View citations in EconPapers (7)

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Related works:
Working Paper: Estimating nonparametric mixed Logit Models via EM algorithm (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:mod:cappmo:0072

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