simmnlwX(bayesm)R Documentation

Simulate from MNL given X Matrix

Description

simmnlwX simulates from MNL given X Matrix.

Usage

simmnlwX(n, X, beta)

Arguments

n number of obs
X n*p x k Design matrix (p is number of choice alts)
beta k x 1 coefficient vector

Value

a list containing:

y n x 1 vector of multinomial outcomes (1, ..., nrow(X)/n)
X Design matrix
beta coefficient vector
prob n x p array of choice probs

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

References

For further discussion, see Bayesian Statistics and Marketing by Allenby, McCulloch, and Rossi.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

See Also

simmnl


[Package bayesm version 0.0 Index]