simnhlogit(bayesm)R Documentation

Simulate from Non-homothetic Logit Model

Description

simnhlogit simulates from the non-homothetic logit model

Usage

simnhlogit(theta, lnprices, Xexpend)

Arguments

theta coefficient vector
lnprices n x p array of prices
Xexpend n x k array of values of expenditure variables

Details

For detail on parameterization, see llnhlogit.

Value

a list containing:

y n x 1 vector of multinomial outcomes (1, ..., p)
Xexpend expenditure variables
lnprices price array
theta coefficients
prob n x p array of choice probabilities

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

llnhlogit


[Package bayesm version 0.0 Index]