hlaoNoPITest: Path-Independence-Robust Inference for H-LAO

In ramchoice: Revealed Preference and Attention Analysis in Random Limited Attention Models

Path-Independence-Robust Inference for H-LAO

Description

'hlaoNoPITest' projects a simultaneous confidence region for primitive menu-choice probabilities through the sharp H-LAO model that retains prefix consideration, attention overload, and a stable marginal preference distribution but does not impose Sequential Path Independence. Prefix masses and menu-specific preference–stopping couplings are latent variables. Every reported event endpoint is obtained by linear programming, and the observed menu domain need not be suffix closed.

Usage

hlaoNoPITest(
  menu,
  choice,
  outside = NULL,
  list_order = NULL,
  events = NULL,
  alpha = 0.05,
  band_method = c("hoeffding", "gaussian"),
  n_band_draws = 2000L,
  boundary_count = 5L,
  tolerance = sqrt(.Machine$double.eps),
  max_rankings = 5000L,
  cluster = NULL
)

Arguments

menu	Zero-one matrix of menus, with one row per observation.
choice	Zero-one matrix of inside choices. An all-zero row denotes the outside option unless 'outside' is supplied.
outside	Optional zero-one indicator for outside choices.
list_order	Permutation giving the observed presentation order.
events	Optional zero-one event indicators over [hlaoRankings()].
alpha	Nominal error probability for the common simultaneous region.
band_method	Probability-band method, either '"hoeffding"' or '"gaussian"'.
n_band_draws	Number of Gaussian or cluster-multiplier draws used by the covariance-aware probability band.
boundary_count	Minimum number of successes and failures required for a cell to use the Gaussian band. Under clustered sampling this counts clusters with successes and failures.
tolerance	Nonnegative numerical tolerance.
max_rankings	Maximum ranking count used for event projection.
cluster	Optional vector identifying independent sampling clusters. When supplied, covariance estimation and Gaussian calibration use cluster-level influence vectors and multiplier draws.

Value

An object of class 'ramchoiceHLAONoPITest' containing event 'intervals', simultaneous probability 'bands', the LP 'projection', options, and elapsed time.

References

M. D. Cattaneo, P. H. Y. Cheung, X. Ma, and Y. Masatlioglu (2026). Attention Overload. Working paper.

Examples

menu <- rbind(
  matrix(rep(c(1, 0), 20), ncol = 2, byrow = TRUE),
  matrix(rep(c(1, 1), 20), ncol = 2, byrow = TRUE)
)
choice <- matrix(0, nrow = nrow(menu), ncol = 2)
choice[1:15, 1] <- 1
choice[21:30, 1] <- 1
choice[31:36, 2] <- 1
rankings <- hlaoRankings(1:2)
hlaoNoPITest(
  menu, choice,
  events = list(`2 above 1` = rankings[, 1] == 2)
)

ramchoice documentation built on Sept. 4, 2026, 9:07 a.m.