English, Article edition: CLOGITHET: Stata module to estimate heteroscedastic conditional logit model Arne Risa Hole

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Bookmark: http://trove.nla.gov.au/version/174638
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  • code
Language
  • English

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Title
  • CLOGITHET: Stata module to estimate heteroscedastic conditional logit model
Author
  • Arne Risa Hole
Physical Description
  • code
Notes
  • clogithet fits a heteroscedastic version of McFadden's conditional logit model. This model is also referred to as the parametrised heteroscedastic multinomial logit model (Hensher et al., 1999) and the heteroscedastic logit model (DeShazo and Fermo, 2002; Hole, 2006). Like -hetprob-, -clogithet- models the relationship between the error variance and a list of user-specified variables. The variables related to the error variance must be constant within groups, i.e. they must be characteristics of the decision-maker rather than alternative attributes.
  • logit, conditional logit, heteroskedasticity
  • RePEc:boc:bocode:s456737
Language
  • English
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