RCL: Stata module for estimation and simulation of random coefficient logit models

Szabolcs Lorincz ()

Statistical Software Components from Boston College Department of Economics

Abstract: rcl estimates and simulates random coefficient logit models using product level data. The models covered include the random coefficient logit model of Berry, Levinsohn and Pakes (1995) (BLP), nested logit models (with one, two or three nesting level), as well as the simple logit model. The command can perform estimation, merger simulation and calculation of various descriptives (elasticities -grouped or product-level-, diversion ratios, implied marginal costs, compensating marginal cost efficiencies). rcl can also use pre-defined parameter values and/or marginal cost data in these simulations. Hence, it can be used as a basis for estimation, counter-factual simulation and calibration work as well as for data simulation.

Language: Stata
Requires: Stata version 11, ivreg2 and ranktest from SSC (q.v.)
Keywords: logit; random coefficient; simulation (search for similar items in EconPapers)
Date: 2016-08-13, Revised 2016-08-24
Note: This module should be installed from within Stata by typing "ssc install rcl". 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/r/rcl.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nwspgr.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/l/lrcl.mlib Mata object library (application/x-stata)
http://fmwww.bc.edu/repec/bocode/l/lnwspgr.mlib Mata object library (application/x-stata)
http://fmwww.bc.edu/repec/bocode/r/rcl_functions_blp_eq.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_functions_elasticities.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_functions_equilibrium.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_functions_m ... ec/bocode/_/costs.do program code (text/plain)
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http://fmwww.bc.edu/repec/bocode/r/rcl_functions_merger_simulation.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_functions_nlogit_eq.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_functions_shares.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_functions_ssnip.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_mlib_generation.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_functions.do program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rcl_test_data_generation.do sample code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nwKPU binary matrix code
http://fmwww.bc.edu/repec/bocode/n/nwKPN binary matrix code
http://fmwww.bc.edu/repec/bocode/n/nwGQU binary matrix code
http://fmwww.bc.edu/repec/bocode/n/nwGQN binary matrix code
http://fmwww.bc.edu/repec/bocode/r/rcl_test_data.dta sample data file (application/x-stata)

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