Estimating nonparametric mixed logit models via EM algorithm

Abstract

The aim of this paper is to describe a Stata routine for the nonparametric estimation of mixed logit models using a Expectation-Maximisation algorithm. We also compare the performance of our estimator with respect to more typical parametric mixed logit models estimated by means of Simulated Maximum Likelihood.EM algorithm; latent class; mixed logit model; unobserved heterogeneity