Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood

@inproceedings{Haan2006EstimationOM,
  title={Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood},
  author={P. G. di Haan and Arne Uhlendorff},
  year={2006}
}
In this paper we suggest a Stata routine for multinomial logit models with unobserved heterogeneity using maximum simulated likelihood based on Halton sequences. The purpose of this paper is twofold: First, we provide a description of the technical implementation of the estimation routine and discuss its properties. Further, we compare our estimation routine to the Stata program gllamm which solves integration using Gauss Hermite quadrature or adaptive quadrature. For the analysis we draw on… CONTINUE READING
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