[R] Choice modelling (was:(no subject))

Kjetil Brinchmann Halvorsen kjetil at acelerate.com
Tue Nov 30 22:09:57 CET 2004


jruiz99 at ensae.org wrote:

>Hello,
>
>I am trying to estimate a choice model with varying choice set for each
>individual.
>
>I would like to fit different kinds of model (logit ,nested logit,
>probit...).
>
>So far I have found that package *mnp* allows me to estimate a probit model
>with varying choice set.
>
>But for estimation of a logit model, I have only found function *multinom*
>of package *nnet* which does not seem to allow for varying choice set.
>
>I could incorporate indicators of choice availability as explanotary
>variables, but it does not seem a very good way to do it.
>Instead, for a logit model, I have coded a likelihood computation of the
>underlying model with varying choice set and I use optim function to get
>the "maximum".
>  
>
Could you post the code?

>I wondered if there were more user friendly functions available and/or
>other choice model related package.
>  
>
Look at CRAN package eba (elimination by aspects).

Kjetil

>Thanks,
>	Julien
>
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>
>  
>


-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra




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