Discrete Choice Models for Economic Applications


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Documentation for package ‘choicer’ version 0.1.0

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blp BLP contraction mapping
blp.choicer_mnl BLP contraction mapping for multinomial logit model
blp.choicer_mxl BLP contraction mapping for mixed logit model
blp_contraction BLP95 contraction mapping to find delta given target shares
build_var_mat Reconstruct variance matrix L from L_params
coef.choicer_fit Extract coefficients from a choicer_fit object
diversion_ratios Compute aggregate diversion ratios
diversion_ratios.choicer_mnl Diversion ratios for multinomial logit model
diversion_ratios.choicer_mxl Diversion ratios for mixed logit model
elasticities Compute aggregate elasticities
elasticities.choicer_mnl Elasticities for multinomial logit model
elasticities.choicer_mxl Elasticities for mixed logit model
get_halton_normals Halton draws for mixed logit
jacobian_vech_Sigma Utility to compute analytical Jacobian of random coefficient matrix transformed by vech (dVech(Sigma) / dTheta)
logLik.choicer_fit Extract log-likelihood from a choicer_fit object
mc_asymptotics Asymptotic diagnostics for a Monte Carlo study
mnl_diversion_ratios_parallel Compute MNL diversion ratios (parallelized over individuals)
mnl_elasticities_parallel Compute aggregate elasticities for MNL model
mnl_loglik_gradient_parallel Log-likelihood and gradient for multinomial logit model
mnl_loglik_hessian_parallel Hessian matrix for multinomial logit model
mnl_predict Prediction of choice probabilities and utilities based on fitted model
mnl_predict_shares Prediction of market shares based on fitted model
monte_carlo Monte Carlo parameter recovery
mxl_bhhh_parallel BHHH (outer product of gradients) information matrix for Mixed Logit
mxl_blp_contraction BLP contraction mapping for mixed logit
mxl_diversion_ratios_parallel Diversion ratios for Mixed Logit (simulated, derivative-based)
mxl_elasticities_parallel Compute aggregate elasticities for mixed logit model
mxl_hessian_parallel Analytical Hessian of the log-likelihood v2
mxl_loglik_gradient_parallel Log-likelihood and gradient for Mixed Logit
mxl_predict Per-observation simulated choice probabilities for Mixed Logit
mxl_predict_shares Predicted aggregate market shares for Mixed Logit
new_choicer_sim Construct a 'choicer_sim' object
nl_loglik_gradient_parallel Log-likelihood and gradient for Nested Logit model
nl_loglik_numeric_hessian Numerical Hessian of the log-likelihood via finite differences
nobs.choicer_fit Extract number of observations from a choicer_fit object
predict.choicer_mnl Predict from a multinomial logit model
predict.choicer_mxl Predict from a mixed logit model
prepare_mnl_data Prepare inputs for 'mnl_loglik_gradient_parallel()'
prepare_mxl_data Prepare inputs for 'mxl_loglik_gradient_parallel()'
prepare_nl_data Prepare inputs for nested logit estimation
print.choicer_fit Print a choicer_fit object
print.summary.choicer_mnl Print summary for multinomial logit model
print.summary.choicer_mxl Print summary for mixed logit model
print.summary.choicer_nl Print summary for nested logit model
recovery_table Parameter recovery table
recovery_table.choicer_fit Parameter recovery table
recovery_table.choicer_mc Parameter recovery table
run_mnlogit Runs multinomial logit estimation
run_mxlogit Runs mixed logit estimation
run_nestlogit Runs nested logit estimation
simulate_mnl_data Simulate multinomial logit data
simulate_mxl_data Simulate mixed logit data
simulate_nl_data Simulate nested logit data
summary.choicer_mnl Summary for multinomial logit model
summary.choicer_mxl Summary for mixed logit model
summary.choicer_nl Summary for nested logit model
vcov.choicer_fit Extract variance-covariance matrix from a choicer_fit object