MIXRANDREGRET: Stata module for fitting mixed random regret minimization models

Ziyue Zhu, Álvaro A. Gutiérrez Vargas () and Martina Vandebroek ()
Additional contact information
Álvaro A. Gutiérrez Vargas: KU Leuven
Martina Vandebroek: KU Leuven

Statistical Software Components from Boston College Department of Economics

Abstract: mixrandregret utilizes the mixed random regret minimization model described in Hensher et al. (2016), which is a mixed version of the classic random regret minimization model introduced in Chorus. C. (2010). mixrandregret extends the randregret (Gutiérrez-Vargas et al, 2021) and allows to specify normal and log-normally distributed taste parameters inside the regret function. The command uses maximum simulated likelihood for estimation (Train. K., 2003).

Language: Stata
Requires: Stata version 6
Keywords: regret minimization; mixed models (search for similar items in EconPapers)
Date: 2023-11-14
Note: This module should be installed from within Stata by typing "ssc install mixrandregret". 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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http://fmwww.bc.edu/repec/bocode/m/mixrandregret.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixrbeta.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixrpred.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixRRM_gf0.mata program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mixrandregret.sthlp help file (text/plain)

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