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2 messages · jruiz99@ensae.org, Kjetil Halvorsen

#
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
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jruiz99 at ensae.org wrote:

            
Could you post the code?
Look at CRAN package eba (elimination by aspects).

Kjetil