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Re: st: RE: Re: Random Parameter Logit


From   Sophia Rabe-Hesketh <sophiarh@berkeley.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Re: Random Parameter Logit
Date   Tue, 30 Mar 2004 21:56:52 -0800

Adrian,

You can estimate these models in gllamm as well,
using adaptive quadrature, see:

http://www.gllamm.org

We have a paper on these models (where
estimation was done using gllamm):

Skrondal, A. and Rabe-Hesketh, S. (2003).
Multilevel logistic regression for polytomous
data and rankings. Psychometrika 68 (2), 267-287.

Sophia


Adrian Gonzalez-Gonzalez wrote:

Scott,

Thank you a lot for your reference.

Adrian

.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott Merryman
Sent: Tuesday, March 30, 2004 9:10 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: Random Parameter Logit

Adrian,

Gang Peng <gangpeng@u.washington.edu> asked a simular question in January.
As
far as I know, estimating mixed logits are not available in Stata. Ken
Train at
Berkeley ( http://emlab.berkeley.edu/users/train/) has some Gauss programs
to
estimate mixed logit models (also called Random Parameters Logit and
Error-Components Logit) using simulated maximum likelihood.

Scott


----- Original Message ----- From: Adrian Gonzalez-Gonzalez
To: statalist@hsphsun2.harvard.edu
Sent: Tuesday, March 30, 2004 3:35 PM
Subject: st: Random Parameter Logit


Dear Statalisters,

Is there any command for estimating Random Parameter Logits in Stata?
Any post will be highly appreciated

Adrian Gonzalez
Ph.D Candidate
Agricultural, Environmental and Development Economics
The Ohio State University


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