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CLOGITHET: Stata module to estimate heteroscedastic conditional logit model

Author

Listed:
  • Arne Risa Hole

    (University of Sheffield)

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Arne Risa Hole, 2006. "CLOGITHET: Stata module to estimate heteroscedastic conditional logit model," Statistical Software Components S456737, Boston College Department of Economics, revised 09 Feb 2009.
    • Handle: RePEc:boc:bocode:s456737
    Note: This module should be installed from within Stata by typing "ssc install clogithet". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/c/clogithet.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/clhet_d2.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/c/clogithet.hlp
    File Function: help file
    Download Restriction: no
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    Citations

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    Cited by:

    1. Burton, Michael & Davis, Katrina & Kragt, Marit Ellen, 2016. "Interpretation issues in heteroscedastic conditional logit models," Working Papers 235296, University of Western Australia, School of Agricultural and Resource Economics.

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