Thanks to Kit Baum, an update to the -clogithet- package is available
from the SSC archive. -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).
The main difference between the new and the old version of -clogithet-
is that the new version allows weights (f-, i- and pweights).
To install the update, type
. ssc install clogithet, replace
or use the -adoupdate- command.
Comments and bug reports are welcome.
Arne
DeShazo, J.R., Fermo, G., 2002. Designing choice sets for stated
preference methods: the effects of complexity on choice consistency.
Journal of Environmental Economics and Management 44, 123-143.
Hensher, D., Louviere, J., Swait, J., 1999. Combining sources of
preference data. Journal of Econometrics 89, 197-221.
Hole, A.R., 2006. Small-sample properties of tests for
heteroscedasticity in the conditional logit model. Economics Bulletin
3, 1-14. . Available at
http://economicsbulletin.vanderbilt.edu/2006/volume3/EB-06C20063A.pdf
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