Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Mixed logit estimation with mixlogit


From   Tunga Kantarcı <tungakantarci@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Mixed logit estimation with mixlogit
Date   Tue, 14 Jun 2011 15:27:26 +0200

Hello,

I have a random utility model where the coefficients are treated
random. That is, U = alfa + beta * X + U is a random utility model
where alfa and beta are treated as "random" coefficients which depend
on "observed" and "unobserved" characteristics. This leads to a mixed
logit model that needs to be estimated using maximum simulated
likelihood. I have read Arne Risa Hole's "Fitting mixed logit models
using maximum simulated likelihood" in The Stata Journal, 2007, 7 (3),
388-401. It seemed to me that the mixlogit package can handle my
estimation. However, a first question I have is the following: In the
article, the random coefficient is treated "unobserved". In my model,
the random coefficient (beta above) depends on observed as well as
unobserved characteristics. It looks like I cannot specify that the
random coefficient depends on observed characteristics in the mixlogit
syntax.

Would it be possible to specify that my random coefficients depend on
observed and unobserved characteristics prior and still make use of
the mixlogit procedure?

Thanks,
Tunga
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index