CLOGITHET: Stata module to estimate heteroscedastic conditional logit model

Arne Hole

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: 2006-06-15, Revised 2009-02-09
Note: This module should be installed from within Stata by typing "ssc install clogithet". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations: View citations in EconPapers (1)

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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