[R] qualitative response model

kjetil brinchmann halvorsen
Tue, 15 Jul 2003 01:26:04 -0000

On 14 Jul 2003 at 14:14, Ted Harding wrote:

Another possibility could be to try MCMCprobit or MCMClogit
in package MCMCPack on CRAN.

Kjetil Halvorsen

> On 14-Jul-03 Z Eric wrote:
> > Hi, I want to know is there other functions in R to
> > estimate qualitative response model besides multinom()
> > in library nnet, if this is the only possibility, I
> > have a question about the application:
> > for example:
> > there is three transportation choice : car, bus, subway.
> > each alternative has own characteristic variables,
> > I want to apply conditional logit model to analysis
> > the choice of three alternatives, but if some cases
> > face different choice set, i.e only car and bus are
> > available, how to use this function?
> > I am a newcomer in R, hope the simple question not to
> > bother you.
> > thanks for the help.
>
> A totally naive idea would be to incorporate the "choice"
> set as a set of three factors CAR=0/1, BUS=0/1, SUB=0/1
> according to availability. Naively, since (e.g.) CAR=0
> would lead to zero cases observed, one might expect that
> the estimation would predict zero for these. However, in
> conjunction with the logistic model the parameter estimates
> would be improper (-> inf).
>
> Nevertheless, there may be some mileage in an approach which
> incorporated this idea, though I'm not seeing how!
>
> If it could be got to work, though, it should lead to a convenient
> representation of interesting interactions, e.g. how does propensity
> to use "car" change if "subway" is not available?
>
> Ted.
>
>
> --------------------------------------------------------------------
> E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk>
> Fax-to-email: +44 (0)870 167 1972
> Date: 14-Jul-03                                       Time: 14:14:22
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