search for: explanotary

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2004 Nov 30
1
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...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/o...