Fitting nonparametric mixed logit models via expectation-maximization algorithm
Abstract. In this article, I provide an illustrative, step-by-step implementation
of the expectation–maximization algorithm for the nonparametric estimation of
mixed logit models. In particular, the proposed routine allows users to fit straight-forwardly
latent-class logit models with an increasing number of mass points so as
to approximate the unobserved structure of the mixing distribution.
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Daniele Pacifico
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latent classes, expectation-maximization algorithm, nonparametric mixed logit
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