Software for discrete choice model estimation
From DDL Wiki
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Prof. Peter Lenk offers his Gauss code using Bayesian methods for discrete choice model estimation. | Prof. Peter Lenk offers his Gauss code using Bayesian methods for discrete choice model estimation. | ||
*[http://webuser.bus.umich.edu/plenk/index.htm Prof. Peter Lenk's website] | *[http://webuser.bus.umich.edu/plenk/index.htm Prof. Peter Lenk's website] | ||
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==Biogeme== | ==Biogeme== | ||
A free software package provided by Prof. Michael Bierlaire using the maximum likelihood estimation for Generalized Extreme Value (GEV) models. It can be used for Multinomial Logit models, Nested logit models and other types of GEV models. | A free software package provided by Prof. Michael Bierlaire using the maximum likelihood estimation for Generalized Extreme Value (GEV) models. It can be used for Multinomial Logit models, Nested logit models and other types of GEV models. | ||
*[http://transp-or.epfl.ch/page63023.html Biogeme] | *[http://transp-or.epfl.ch/page63023.html Biogeme] | ||
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==DCM Package== | ==DCM Package== | ||
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==External Links== | ==External Links== | ||
*[http://www.indiana.edu/~statmath/stat/all/cdvm/cdvm6.html Multinomial Logit Regression using STATA, SAS/CATMOD, LIMDEP and SPSS] | *[http://www.indiana.edu/~statmath/stat/all/cdvm/cdvm6.html Multinomial Logit Regression using STATA, SAS/CATMOD, LIMDEP and SPSS] | ||
| - | *[http://www. | + | *[http://www.core.ucl.ac.be/~laurent/M@ximize/index.html '''M@ximize''' maximum likelihood package for OxGauss] |
Revision as of 10:24, 20 October 2007
Most commercial statistics software packages offer build-in logit model estimation functions. Some academic researchers in economics and marketing science field provide their source codes for academic use.
Contents |
Train's code
Prof. Ken Train offers his Matlab codes using both maximum likelihood estimation (MLE) and Bayesian approach for mixed logit model. He also provided the old Gauss codes using MLE for mixed logit estimation. Train's Gauss code has been modified and applied to a study about multiparty elections by Prof. Glasgow Garrett, where his code and data are provided.
Lenk's Code
Prof. Peter Lenk offers his Gauss code using Bayesian methods for discrete choice model estimation.
Biogeme
A free software package provided by Prof. Michael Bierlaire using the maximum likelihood estimation for Generalized Extreme Value (GEV) models. It can be used for Multinomial Logit models, Nested logit models and other types of GEV models.
DCM Package
DCM stands for Discrete Choice Model. It is free software package written in Ox (a substitute called OxMetrics has trial version available) which is a commercial statistics programming language. It is provided by Matias Eklof at Uppsala University and Melvyn Weeks at University of Cambridge. However, the package has not been updated since August 2005.
| Software | Type | User Interface | Design | Estimation | Prediction | Scalability | Hierarchical | Cost |
|---|---|---|---|---|---|---|---|---|
| Excel | spreadsheet | graphical | no | yes | maybe | poor | no | $ |
| Stata (conditional logit) | statistics package | graphical | no | yes | no | no | $ | |
| SAS | statistics package | code | yes | yes | excellent | no | $ | |
| SPSS | statistics package | graphical | no | yes | no | no | $ | |
| Sawtooth Software | conjoint package | graphical | yes | yes | yes | excellent | available | $$$ |
| StatWizards/NLOGIT | conjoint package | graphical | yes | yes | yes | no | $$$ | |
| NLOGIT | logit model package | code | no | yes | no | |||
| R/bayesm | statistics package | code | no | yes | no | poor | yes | free |
| Ken Train's Code | research code | code | no | yes | no | yes | free - require Matlab or Gauss | |
| Peter Lenk's Code | research code | code | yes | free - require GAUSS | ||||
| Biogeme | research program | input file | no | yes | no | free | ||
| DCM package | statistics package | code | no | yes | no | free - require Ox or OxMetrics4 |
