asmixlogit gradient

[Joseph Wyer]

Hello All,

I have a general question about asmixlogit. The user-written mixlogit command computed the same mixed logit model and computed the gradient of the simulated likelihood via numerical approximation (I believe, correct me if I'm mistaken). Is the asmixlogit command computing the gradient numerically or analytically? I ask because using numerical approximations of mixed logit likelihood can be problematic.

Thank you,
Joe Wyer

[Arne Risa Hole]

mixlogit uses analytical gradients. Having had a quick look at the asmixlogit code I believe it does too.

Arne (author of mixlogit)

[Joerg Luedicke (StataCorp)]

Arne is right, asmixlogit is using analytical gradients.

[Joseph Wyer]

Thanks Arne and Joerg!