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BAYESMIXEDLOGIT: Stata module to perform Bayesian estimation of mixed logit models

Matthew Baker ()

Statistical Software Components from Boston College Department of Economics

Abstract: bayesmixedlogit can be used to "fit" mixed logit models using Bayesian methods: more precisely, bayesmixedlogit produces draws from the posterior parameter distribution, and then presents summary and other statistics describing the results of the drawing. Detailed analysis of draws from the posterior is left to the discretion of the user. The implementation follows Train (2009, chapter 12).

Language: Stata
Requires: Stata version 11.2, the amcmc package from SSC and Jann's moremata package from SSC (q.v.)
Keywords: Adaptive Markov chain Monte Carlo; Sampling from distributions. Adaptive MCMC; mixed logit; Bayesian estimation (search for similar items in EconPapers)
Date: 2013-03-21, Revised 2015-01-19
Note: This module was previously circulated as "bayesmlogit." This module should be installed from within Stata by typing "ssc install bayesmixedlogit". 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/b/bayesmixedlogit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/bayesmixedlogit.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457620

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