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lclogit a Stata module for estimating a strongmixedstrong logit model.pdf

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Ministry of Economy and Finance Department of the Treasury Working Papers N° 6 - July 2012 ISSN 1972-411X lclogit: a Stata module for estimating a mixed logit model with discrete mixing distribution via the Expectation-Maximization algorithm Daniele Pacifico, Hong il Yoo Working Papers The working paper series promotes the dissemination of economic research produced in the Department of the Treasury (DT) of the Italian Ministry of Economy and Finance (MEF) or presented by external economists on the occasion of seminars organised by MEF on topics of institutional interest to the DT, with the aim of stimulating comments and suggestions. The views expressed in the working papers are those of the authors and do not necessarily reflect those of the MEF and the DT. © Copyright: 2012, Daniele Pacifico, Hong il Yoo. The document can be downloaded from the Website www.dt.tesoro.it and freely used, providing that its source and author(s) are quoted. Editorial Board: Lorenzo Codogno, Mauro Marè, Libero Monteforte, Francesco Nucci, Franco Peracchi Organisational coordination: Marina Sabatini CONTENTS 1 INTRODUCTION 2 2 EM ALGORITHM FOR LATENT CLASS LOGIT 3 3 THE LCLOGIT COMMAND 4 4 POST-ESTIMATION COMMAND: LCLOGITPR 6 5 POST-ESTIMATION COMMAND: LCLOGITCOV 6 6 APPLICATION 7 7 ACKNOWLEDGMENTS 12 8 REFERENCES 12 1 lclogit: a Stata module for estimating a mixed logit model with discrete mixing distribution via the Expectation-Maximization algorithm