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st: new package bayesmlogit available on SSC

From   Matthew Baker <>
Subject   st: new package bayesmlogit available on SSC
Date   Mon, 25 Mar 2013 08:45:56 -0400

Dear Listers -

Thanks to Kit Baum (as usual) for making the package bayesmlogit
available on SSC. The description follows:

      'BAYESMLOGIT': module to perform Bayesian estimation of mixed logit models


      bayesmlogit can be used to "fit" mixed logit models using
      Bayesian methods: more precisely, bayesmlogit produces draws from
      the posterior parameter distribution, and then presents summary
      and other statistics describing the results of the drawing.
      Detailed analysis of draws from the posterior is left to the
      discretion of the user. The implementation follows Train (2009,
      chapter 12).

      KW: Adaptive Markov chain Monte Carlo
      KW: Sampling from distributions. Adaptive MCMC
      KW: mixed logit
      KW: Bayesian estimation

      Requires: Stata version 11.2, the amcmc package from SSC and
Jann's moremata package from SSC (q.v.)

      Distribution-Date: 20130321

      Author: Matthew Baker, Hunter College
      Support: email

Dr. Matthew J. Baker
Department of Economics
Hunter College and the Graduate Center, CUNY
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