Fitting nonparametric mixed logit models via expectation-maximization algorithm
Abstract. 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.
Italian Department of the Treasury
View all articles by this author:
View all articles with these keywords:
latent classes, expectation-maximization algorithm, nonparametric mixed logit
Download citation: BibTeX RIS
Download citation and abstract: BibTeX RIS
if you have questions about the Stata Journal.