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Adaptive Markov chain Monte Carlo sampling and estimation in Mata
Baker, Matthew J. - In: Stata Journal 14 (2014) 3, pp. 623-661
I describe algorithms for drawing from distributions using adaptive Markov chain Monte Carlo (MCMC) methods; I introduce a Mata function for performing adaptive MCMC, amcmc(); and I present a suite of functions, amcmc_*(), that allows an alternative implementation of adaptive MCMC. amcmc() and...
Persistent link: https://www.econbiz.de/10011002424
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lclogit: A Stata command for fitting latent-class conditional logit models via the expectation-maximization algorithm
Pacifico, Daniele; Yoo, Hong il - In: Stata Journal 13 (2013) 3, pp. 625-639
In this article, we describe lclogit, a Stata command for fitting a discrete-mixture or latent-class logit model via the expectation-maximization algorithm. Copyright 2013 by StataCorp LP.
Persistent link: https://www.econbiz.de/10010691926
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Fitting mixed logit models by using maximum simulated likelihood
Hole, Arne Risa - In: Stata Journal 7 (2007) 3, pp. 388-401
This article describes the mixlogit Stata command for fitting mixed logit models by using maximum simulated likelihood. Copyright 2007 by StataCorp LP.
Persistent link: https://www.econbiz.de/10005568886