Error Component Random Parameter Logit Model with Correlated Errors

[Petjon Ballco]

Hi everyone, I am trying to estimate an Error Component Random Parameter Logit Model with Correlated Errors in STATA but can not find the codification anywhere. Could someone help me with that?

Thanks in advance,

[Hong Il Yoo]

The error component logit model and the random parameter logit model are two alternative interpretations of the mixed logit model. See, for example, Train's textbook chapter on the mixed logit model:

https://eml.berkeley.edu/books/choic...6_p134-150.pdf

You can use either Arne Risa Hole's -mixlogit- command (to install, -ssc install mixlogit-) or Stata's official -cmxtmixlogit- command.