Last modified: 2006 Nov 16
<<To archive home page.

Qualitative Choice Models

• MNL, PROBIT, DOGIT, EV

  Author: Mark Harris
  Homepage: http://www-personal.buseco.monash.edu.au/~mnharris/
  Date: 20061004
  

  Archived 20061004: procedure file (gevs.src) and a template file (DOGEV_sample.src) that calls it to estimate several discrete choice models:
  1. MNL MODEL
  2. (STANDARD) OGEV MODEL: Small, A. K. (1987). "A discrete Choice Model for Ordered Alternatives", Econometrica, 55(2): 409-424.
  3. DOGIT MODEL: Gaudry, M., and M. Dagenais (1979) "The Dogit Model", Transportation Research-B, 13B:105-112.
  4. DOGEV MODEL: FRY, T.R.L. and HARRIS, M.N. (2005); The Dogit Ordered Generalised Extreme Value Model, Australian and New Zealand Journal of Statistics, Volume 47 No. 4 December, p. 531 - 542.
  5. ORDERED PROBIT MODEL
  (Harris Oct 2006)
• Logit and Probit

  Author: Victor Aguirregabiria
  Homepage: http://individual.utoronto.ca/vaguirre/
  Comment: see papers at http://individual.utoronto.ca/vaguirre/wpapers/research.html
  Date: 200109..
  

  Archived 20050628: milogit.src miprobit.src mpeprob.src clogit.src rclogit.src
• mixed logit

  Author: Ken Train
  Homepage: http://emlab.berkeley.edu/users/train/index.html
  Date: various
  

  Archived: Mixed Logit Estimation by Hierarchical Bayes "allows for bounded or unbounded distributions, correlated or uncorrelated coefficients, and panel or cross-sectional data".
  Mixed Logit Estimation for Cross-Sectional Data uses maximum simulated likelihood.
  Mixed Logit Estimation for Panel Data uses maximum simulated likelihood.
  Note: See Train's software page for the routines along with considerable technical resources.
  Note: see Train's 2003 book.
• probability simulators. The file is simprog.gcf and it can be used to estimate an Multinomial Probit with a GHK simulator. (Hajivassiliou 1999)
  [Archived copy of simprog.gcf and PDF documentation.]
• ExpEnd

  Author: Frank Windmeijer  http://cemmap.ifs.org.uk/wps/cwp0214.pdf
  Date: 2002....
  Abstract: non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel (count) data.
  Archived 20050628: expend.zip, doc (CWP14/02)
  

  Note: See supporting paper (cemmap working paper CWP14/02) Note: Includes a manual. Note: See additional qualitative choice code along with research papers using the code.
• Negative Multinomial Regression

  Author: Daniel A. Powers
  Date: 199911..
  Abstract: does negative multinomial regression for clustered counts.
  

• Rare-Events Logit Model

  Author: Michael Tomz, Gary King, and Langche Zeng
  Date: 200405..
  Archived 20050628: relogitg.zip
  

  Note: See King's software page.
• Logit regression with continuation ratio model

  Author: Greenland and Witte
  Date: 1998....  
  Abstract: variety of logit models, including continuation ratio model
  

• Heteroscedastic Logit Model

  Author: Langche Zeng
  Date: 199912..
  Abstract: Estimates the heteroscedastic logit model developed in Langche Zeng, "A Heteroscedastic GEV Discrete Choice Model," Socialogical Methods and Research 
  

• Maxlik

  Author: Gary King
  Date: 1998....
  Abstract: programs and datasets (annotated for pedagogical purposes) to implement many of the maximum likelihood-based models in Unifying Political Methodology: The Likelihood Theory of Statistical Inference
  Archived 20050630: ml.exe
  

  Note: see also http://gking.harvard.edu/stats.shtml
• Logit by MLE

  Author: Alan G. Isaac
  Date: 19940720
  

• Probit and Logit

  Author: Fernando Rizzo
  Date: 1995....
  

  Note: includes example
• Bivariate Probit

  Author: Molenberghs and Lesaffre, 1996
  Date: 1996....
  

  Note: an extensive package of routines and documentation.
• nonparametric survival analysis

  Author: Powers
  Date: 199709..