Fitting nonparametric mixed logit models via expectation-maximization algorithm

In this article, I provide an illustrative, step-by-step implementation of the expectation–maximization algorithm for the nonparametric estimation of mixed logit models. In particular, the proposed routine allows users to fit straight-forwardly latent-class logit models with an increasing number of mass points so as to approximate the unobserved structure of the mixing distribution.


Issue Date:
2012
Publication Type:
Journal Article
DOI and Other Identifiers:
st0258 (Other)
Record Identifier:
http://ageconsearch.umn.edu/record/208009
PURL Identifier:
http://purl.umn.edu/208009
Published in:
Stata Journal, Volume 12, Number 2
Page range:
284-298
Total Pages:
17

Record appears in:



 Record created 2017-04-01, last modified 2018-01-23

Fulltext:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)