This paper focuses on empirically investigating the inertia effects of past behavior in commuting modal shift behavior and contributes to the current state of the art by three aspects. Firstly, this study introduces and tests the potential influences of the inertia effects of past behavior on the traveler’s preferences regarding level-of-service (LOS) variables, besides the impacts of inertia effects on the preference for the frequently used transport mode in the past. Secondly, the mode-specific inertia effects are investigated to distinguish the differences in the inertia effects for different transport modes based on posterior individual-specific parameter estimations. Thirdly, the factors contributing to the heterogeneity of inertia effects including demographics and travel contexts, are quantitatively examined. A joint random parameter logit model using a revealed and stated preference survey regarding commuting behavior is employed to unravel the three aspects. The results reveal significant interactions of inertia terms with LOS variables indicating the influences of past behavior on travelers’ evaluations on attributes of their previous choices. The mean values and variances of inertia effects for different transport modes are significantly and substantially distinct. For instance, the inertia effects of frequently using car are substantially positive representing strong stickiness to the car, while the inertia effects of frequently using the metro have large variances among travelers and mostly appear as dispositions to change. Besides, the effects of personal characteristics and travel contexts on the magnitude of the inertia effects of different transport modes are identified as well. A demand estimation analysis is utilized to investigate the influences of three aspects on predicting travel demands in various contexts. Incorporating the interactions and mode-specific inertia effects can remarkably improve the model performance. The demand estimation will be biased if they are neglected.