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This article describes the mixrandregret command, which extends therandregret command introduced in Guti\'errez-Vargas et al. (2021, The StataJournal 21: 626-658) incorporating random coefficients for Random RegretMinimization models. The newly developed command mixrandregret allows theinclusion of random coefficients in the regret function of the classical RRMmodel introduced in Chorus (2010, European Journal of Transport andInfrastructure Research 10: 181-196). The command allows the user to specify acombination of fixed and random coefficients. In addition, the user can specifynormal and log-normal distributions for the random coefficients using thecommands' options. The models are fitted using simulated maximum likelihoodusing numerical integration to approximate the choice probabilities.

Fitting mixed logit random regret minimization models using maximum simulated likelihood