1

My question has to do with using the RSGHB package for predicting choice probabilities per alternative by applying mixed logit models (variation across respondents) with correlated coefficients.

I understand that the choice probabilities are simulated on an individual level and in order to get preference share an average of the individual shares would do. All the sources I have found treat each prediction as a separate simulation which makes the whole process cumbersome if many predictions are needed.

Since one can save the respondent specific coefficient draws wouldn't it be faster to simply apply the logit transform to each each (vector of) coefficient draw? Once this is done new or existing alternatives could be calculated faster than rerunning a whole simulation process for each required alternative. For the time being using a fitted() approach will not help me understand how prediction actually works.

Chase
  • 67,710
  • 18
  • 144
  • 161
  • Are you trying to write your own programme to do statistical analysis or do you just want to know which method is faster? If the former, you should post your code here to show what you have done so far. Others will then be able to optimise your code. If the latter, your question shouldn't be asked on SO but on a Q&A about statistical analysis. – Mark Apr 30 '14 at 08:02
  • It is the latter but I would have to verify, if anyone can help, that the approach I described is actually correct for estimating the alternative probabilities per respondent and thus for the total sample. –  Apr 30 '14 at 12:17
  • You should try a different Q&A site. You won't get the answer you want on SO. – Mark Apr 30 '14 at 13:31
  • 1
    The folks who maintain the RSGHB package follow this site (full disclosure - I'm involved with the package) and we'd be happy to help...to help us help you, can you update your question to include some specific code and data? The tips in this post are quite good for recommendations on how to write a good question: http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example – Chase May 30 '14 at 19:03

0 Answers0