MIXLOGIT: Stata module to fit mixed logit models by using maximum simulated likelihood

Arne Hole

Statistical Software Components from Boston College Department of Economics

Abstract: This is an update of mixlogit as published in SJ7-3 (st0133). The new features include options for specifying weights (including sampling weights) and for obtaining robust and cluster-robust standard errors. The estimation speed has also been improved by using analytical instead of numerical derivatives when maximising the simulated log-likelihood function. This change has the side-effect of producing somewhat different estimation results from the old version of mixlogit with some datasets/ model specifications. The new -numerical- option may be used to replicate estimation results produced with the old version but this should only be used for this purpose as it causes the module to run very slowly.

Language: Stata
Requires: Stata version 9.2
Keywords: mixed logit; maximum simulated likelihood (search for similar items in EconPapers)
Date: 2007-10-19, Revised 2016-04-20
Note: This module should be installed from within Stata by typing "ssc install mixlogit". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mixlogit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixlog_d1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixlpred.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixlcov.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixlbeta.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixlogit.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixlogit_examples.do sample do-file (text/plain)
http://fmwww.bc.edu/repec/bocode/t/traindata.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/j/jspmix.dta sample data file (application/x-stata)

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