LCLOGIT: Stata module to fit latent class conditional logit models via EM algorithm

Daniele Pacifico () and Hong il Yoo ()
Additional contact information
Hong il Yoo: Durham University Business School

Statistical Software Components from Boston College Department of Economics

Abstract: lclogit fits latent class conditional logit models through an EM recursion proposed in Train (2008). The module can be useful to estimate nonparametric mixed logit models, as it allows to increase exponentially the number of mass points of each coefficient without compromising convergence.

Language: Stata
Requires: Stata version 11.2
Keywords: conditional logit; latent class; EM algorithm (search for similar items in EconPapers)
Date: 2011-08-05, Revised 2013-09-17
Note: This module should be installed from within Stata by typing "ssc install lclogit". 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/l/lclogit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lclogit.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lclogit_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lclogitcov.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lclogitml.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lclogitpr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fmlogit_pr.ado program code (text/plain)

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