Mixed Logit Estimation by Maximum Simulated Likelihood

Authors: Kenneth Train

Copyright (c) 2006. Kenneth Train

Keywords: mixed logit, random parameters logit, error components logit, panel data, simulations

References: D. Revelt and K. Train, "Mixed Logit with Repeated Choices of Appliance Efficiency Levels." Review of Economics and Statistics, Vol. LXXX, No. 4, 647-657, 1998. Working paper version available in Postscript or PDF.

K. Train, "Recreation Demand Models with Taste Differences Over People." Land Economics, Vol. 74, No. 2, pp. 230-239, 1998. Working paper version available in postscript or PDF.

Kenneth Train, Discrete Choice Methods with Simulation, Chapters 6 and 10 (New York: Cambridge University Press, 2003.)

Platforms: Matlab. The same Matlab program can be run on either Unix (Solaris 9) or PC (Wintel/NT/XP) platforms.

Support: Please contact the author with questions or suggestions at train@econ.berkeley.edu.

By clicking on the links below, you agree that you have read our disclaimer, understand it, and will abide by its terms and conditions.

Archive files: train_mxlmsl_06.zip, train_mxlmsl_1006.tar
The codes, instructions, sample data, and output are contained in the files described in the manifest below. If you click on the zip archive (train_mxlmsl_06.zip), you will download an archive that requires PKWare's unzip software to expand the archive. If you click on the tar archive (train_mxlmsl_06.tar), you will download an archive that requires tar software to extract the tarfiles.


 238592 Oct  3 11:30 ReadMe.txt
  11153 Oct  2 16:57 check.m
 149417 Oct  2 16:57 data.txt
    843 Oct  2 16:57 der.m
   7743 Oct  2 16:57 doit.m
   4099 Oct  2 16:57 llgrad2.m
   1234 Oct  2 16:57 loglik.m
   3588 Oct  2 16:57 makedraws.m
  11198 Oct  2 16:57 mxlmsl.m
  14564 Oct  2 16:57 myrunKT.out
    711 Oct  2 16:57 trans.m

Archived by Rowilma Balza, 3 October 2006

Last modified: 3 October 2006