Mixed Logits with Bounded Distributions

Author: Kenneth Train

Copyright (c) 2002. Kenneth Train.

Keywords: discrete choice, logit, simulation, Bayes

References: Kenneth Train and Garrett Sonnier, Mixed Logits with Bounded Distributions of Partworths, December 2002.

Description: As described in the paper, latent terms are distributed normal with mean denoted b and covariance denoted Omega. In the code, we use A and D for the mean and covariance of the latent terms. In the paper, the latent term of each person is called betan. In the code, the matrix B contains the latent terms for each person. This matrix has one row for each person, containing that person's latent terms. The coefficients of utility (i.e., the partworths) are transformations of the latent terms. The code allows for eight distributions of coefficients, each of which implies a transformation of the normal latent terms as described in the paper. The coefficients are held in the matrix C, which has one row for each person, containing that person's coefficients.

Platforms: Gauss. The code is written in GAUSS, using GAUSS for Windows, Version 3.2.32. It has not been tested on other versions of GAUSS. GAUSS command files are generally transferable; however, modifications may be required for site-specific issues.

Support: This code was developed by Kenneth Train at the University of California, Berkeley. If you discover problems or have questions, please call or e-mail Ken Train at 415-291-1023, train@econ.berkeley.edu.

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Archive files: train1202.zip.
The programs, sample data, and output are contained in the files described in the manifest below. If you click on the zip archive (train1202.zip), you will download an archive that requires PKWare's unzip software to expand the archive.


-rw-r--r--   1 katagiri staff      10860 Dec 17 17:29 manual.txt
-rw-r--r--   1 katagiri staff      16733 Dec 17 17:17 mxlhb.txt
-rw-r--r--   1 katagiri staff      65713 Dec 18 15:05 mxlhb.zip
-rw-r--r--   1 katagiri staff      14638 Dec 17 17:17 out.txt
-rw-r--r--   1 katagiri staff       3295 Dec 17 17:43 readme.txt
-rw-r--r--   1 katagiri staff       1900 Dec 17 12:53 t.txt
-rw-r--r--   1 katagiri staff     329448 Dec 17 15:05 x.txt
-rw-r--r--   1 katagiri staff      28204 Dec 17 12:53 y.txt

Archived by Grace Katagiri, 18 December 2002.

Last modified: 12/18/2002