Dear Julia
I think gllamm is an option for mixed logits in Stata.
http://www.gllamm.org/
FYI:
NLOGIT 3.0 estimates them, but there is a maximum of 100 coefficients to be
estimated.
Also, there is a Gauss code (that I haven't used) for Mixed Logits written
by Kenneth Train.
http://elsa.berkeley.edu/~train/
Hope this helps
Adrian Gonzalez
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