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Fitting the generalized multinomial logit model in Stata

Author

Listed:
  • Yuanyuan Gu

    (University of Technology, Sydney)

  • Arne Risa Hole

    (University of Sheffield)

  • Stephanie Knox

    (University of Technology, Sydney)

Abstract

In this article, we describe the gmnl Stata command, which can be used to fit the generalized multinomial logit model and its special cases. Copyright 2013 by StataCorp LP.

Suggested Citation

  • Yuanyuan Gu & Arne Risa Hole & Stephanie Knox, 2013. "Fitting the generalized multinomial logit model in Stata," Stata Journal, StataCorp LP, vol. 13(2), pages 382-397, June.
    • Handle: RePEc:tsj:stataj:y:13:y:2013:i:2:p:382-397
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj13-2/st0301/
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    References listed on IDEAS

    as
    1. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
    2. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555, January.
    3. David Revelt and Kenneth Train., 2000. "Customer-Specific Taste Parameters and Mixed Logit: Households' Choice of Electricity Supplier," Economics Working Papers E00-274, University of California at Berkeley.
    4. Denzil G. Fiebig & Michael P. Keane & Jordan Louviere & Nada Wasi, 2010. "The Generalized Multinomial Logit Model: Accounting for Scale and Coefficient Heterogeneity," Marketing Science, INFORMS, vol. 29(3), pages 393-421, 05-06.
    5. Knox, Stephanie A. & Viney, Rosalie C. & Gu, Yuanyuan & Hole, Arne R. & Fiebig, Denzil G. & Street, Deborah J. & Haas, Marion R. & Weisberg, Edith & Bateson, Deborah, 2013. "The effect of adverse information and positive promotion on women's preferences for prescribed contraceptive products," Social Science & Medicine, Elsevier, vol. 83(C), pages 70-80.
    6. William Greene & David Hensher, 2010. "Does scale heterogeneity across individuals matter? An empirical assessment of alternative logit models," Transportation, Springer, vol. 37(3), pages 413-428, May.
    7. Arne Risa Hole, 2007. "Fitting mixed logit models by using maximum simulated likelihood," Stata Journal, StataCorp LP, vol. 7(3), pages 388-401, September.
    8. David M. Drukker & Richard Gates, 2006. "Generating Halton sequences using Mata," Stata Journal, StataCorp LP, vol. 6(2), pages 214-228, June.
    9. Denzil G. Fiebig & Stephanie Knox & Rosalie Viney & Marion Haas & Deborah J. Street, 2011. "Preferences for new and existing contraceptive products," Health Economics, John Wiley & Sons, Ltd., vol. 20(S1), pages 35-52, September.
    10. Michael Keane & Nada Wasi, 2013. "Comparing Alternative Models Of Heterogeneity In Consumer Choice Behavior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(6), pages 1018-1045, September.
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