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". I wondered if there were more user friendly functions available and/or other choice model related package. Thanks, Julien
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 > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > >-- Kjetil Halvorsen. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra