Fitting nonparametric mixed logit models via expectation-maximization algorithm

Abstract

In this article, I provide an illustrative, step-by-step implementation of the expectation-maximization algorithm for the nonparametric estimation of mixed logit models. In particular, the proposed routine allows users to fit straightforwardly latent-class logit models with an increasing number of mass points so as to approximate the unobserved structure of the mixing distribution. © 2012 StataCorp LP.