Fitting mixed logit models by using maximum simulated likelihood

被引：570
作者：
Hole, Arne Risa [1 ]
机构：
[1] Univ York, Ctr Hlth Econ, Natl Primary Care Res & Dev Ctr, York YO10 5DD, N Yorkshire, England
来源：
STATA JOURNAL | 2007年 / 7卷 / 03期
关键词：
st0133; mixlogit; mixlpred; mixlcov; mixed logit; maximum simulated likelihood;
D O I：
10.1177/1536867X0700700306
中图分类号：
O1 [数学]; C [社会科学总论];
学科分类号：
03 ; 0303 ; 0701 ; 070101 ;
摘要：
This article describes the mixlogit Stata command for fitting mixed logit models by using maximum simulated likelihood.
引用
收藏
页码：388 / 401
页数：14
相关论文
共 8 条
[1]   Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation [J].
Cappellari, Lorenzo ;
Jenkins, Stephen P. .
STATA JOURNAL, 2006, 6 (02) :156-189
[2]   Generating Halton sequences using Mata [J].
Drukker, David M. ;
Gates, Richard .
STATA JOURNAL, 2006, 6 (02) :214-228
[3]   Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood [J].
Haan, Peter ;
Uhlendorff, Arne .
STATA JOURNAL, 2006, 6 (02) :229-245
[4]   On the similarity of classical and Bayesian estimates of individual mean partworths [J].
Huber, J ;
Train, K .
MARKETING LETTERS, 2001, 12 (03) :259-269
[5]  
Long JS., 2006, Regression Models for Categorical Dependent Variables Using Stata
[6]  
McFadden D., 1974, FRONTIERS ECONOMETRI, P105, DOI DOI 10.1108/EB028592
[7]   Mixed logit with repeated choices: Households' choices of appliance efficiency level [J].
Revelt, D ;
Train, K .
REVIEW OF ECONOMICS AND STATISTICS, 1998, 80 (04) :647-657
[8]  
Train K.J., 2002, DISCRETE CHOICE METH
1