Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata

Pacifico, Daniele (2009): Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata.

Abstract

This pdf contains a do file that shows how to estimate a latent class discrete choice panel data model in Stata via Maximum Likelihood and an EM algorithm.

• Item Type: MPRA Paper
• Language: English
• Keywords: Stata; code; routine; EM algorithm; latent class models
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C14 - Semiparametric and Nonparametric Methods: General; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C23 - Panel Data Models ; Spatio-temporal Models; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C25 - Discrete Regression and Qualitative Choice Models ; Discrete Regressors ; Proportions ; Probabilities; C - Mathematical and Quantitative Methods > C0 - General > C01 - Econometrics

References

Gould, W., Pitblado, J., Sribney, W., 2005, Maximum likelihood estimation with Stata, Stata Corp.

Pacifico D., 2009, Modelling Unobserved Heterogeneity in Discrete Choice Models of Labour Supply, Cappaper, University of Modena and Reggio Emilia