createX: Create X Matrix for Use in Multinomial Logit and Probit...

In bayesm: Bayesian Inference for Marketing/Micro-Econometrics

Create X Matrix for Use in Multinomial Logit and Probit Routines

Description

createX makes up an X matrix in the form expected by Multinomial Logit (rmnlIndepMetrop and rhierMnlRwMixture) and Probit (rmnpGibbs and rmvpGibbs) routines. Requires an array of alternative-specific variables and/or an array of "demographics" (or variables constant across alternatives) which may vary across choice occasions.

Usage

createX(p, na, nd, Xa, Xd, INT = TRUE, DIFF = FALSE, base=p)

Arguments

p	integer number of choice alternatives
na	integer number of alternative-specific vars in Xa
nd	integer number of non-alternative specific vars
Xa	n x p*na matrix of alternative-specific vars
Xd	n x nd matrix of non-alternative specific vars
INT	logical flag for inclusion of intercepts
DIFF	logical flag for differencing wrt to base alternative
base	integer index of base choice alternative

Note: na, nd, Xa, Xd can be NULL to indicate lack of Xa or Xd variables.

Value

X matrix of dimension n*(p-DIFF) x [(INT+nd)*(p-1) + na].

Note

rmnpGibbs assumes that the base alternative is the default.

Author(s)

Peter Rossi, Anderson School, UCLA, [e-mail].

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

See Also

rmnlIndepMetrop, rmnpGibbs

Examples

na=2; nd=1; p=3
vec = c(1, 1.5, 0.5, 2, 3, 1, 3, 4.5, 1.5)
Xa = matrix(vec, byrow=TRUE, ncol=3)
Xa = cbind(Xa,-Xa)
Xd = matrix(c(-1,-2,-3), ncol=1)
createX(p=p, na=na, nd=nd, Xa=Xa, Xd=Xd)
createX(p=p, na=na, nd=nd, Xa=Xa, Xd=Xd, base=1)
createX(p=p, na=na, nd=nd, Xa=Xa, Xd=Xd, DIFF=TRUE)
createX(p=p, na=na, nd=nd, Xa=Xa, Xd=Xd, DIFF=TRUE, base=2)
createX(p=p, na=na, nd=NULL, Xa=Xa, Xd=NULL)
createX(p=p, na=NULL, nd=nd, Xa=NULL, Xd=Xd)

bayesm documentation built on Sept. 24, 2023, 1:07 a.m.