simnhlogit {bayesm} | R Documentation |
simnhlogit
simulates from the non-homothetic logit model
simnhlogit(theta, lnprices, Xexpend)
theta |
coefficient vector |
lnprices |
n x p array of prices |
Xexpend |
n x k array of values of expenditure variables |
For detail on parameterization, see llnhlogit
.
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 |
This routine is a utility routine that does not check the input arguments for proper dimensions and type.
Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.
For further discussion, see Bayesian Statistics and Marketing
by Allenby, McCulloch, and Rossi.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html