I don't think anybody has implemented the estimator in the paper that
Giovanni cites in Stata. If I remember correctly it involves
estimating linear regression models with loads of coefficients
constrained between 0 and 1 which is not that easy to do in Stata. If
you are willing to assume that the coefficients are normally
distributed you can estimate the binary random coefficient logit with
-xtmelogit- as Martin says, or the multinomial random coefficient
logit with either -mixlogit- or -gllamm-, both of which are available
from SSC. -mixlogit- also allows you to specify that the coefficients
are log-normally distributed.
Arne
2009/5/26 Martin Weiss <[email protected]>:
> <>
>
> Well, -xtmelogit- is probably the best guess for this problem - that is, if you do indeed want a "random coefficients model" as implied by your citation. See http://www.stata.com/meeting/2sweden/gutierrez_sweden07.pdf
>
>
> In your request, you also ask for a "random effect logit model estimator" which in Stata is implemented as
>
>
> *************
> xtlogit, re
> *************
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected] [mailto:[email protected]] Im Auftrag von giovanni russo
> Gesendet: Dienstag, 26. Mai 2009 16:57
> An: [email protected]
> Betreff: st: random coefficient logit
>
> Dear all,
>
> I was wondering if anybody has, as yet, had experiences and has developed software to match the random effect logit model estimator proposed in
>
> Patrick Bajari, Jeremy T. Fox, and Stephen P. Ryan (2007) "Linear Regression Estimation of Discrete Choice Models with
> Nonparametric Distributions of Random Coefficients" American Economic Review, VOL. 97 NO. 2 (Papers and Proceedings) 459-463
>
> Thanks a lot for your help
>
> Giovanni Russo
>
>
>
>
> *
> * 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/
>
>
> *
> * 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/
>
*
* 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/
