flexmix (version 2.3-9)

FLXMRcondlogit: FlexMix Interface to Conditional Logit Models

Description

Model driver for fitting mixtures of conditional logit models.

Usage

FLXMRcondlogit(formula = . ~ ., strata)

Arguments

formula

A formula which is interpreted relative to the formula specified in the call to flexmix using update.formula. Default is to use the original

strata

A formula which is interpreted such that no intercept is fitted and which allows to determine the variable indicating which observations are from the same stratum.

Value

• Returns an object of class FLXMRcondlogit.

Warning

To ensure identifiability repeated measurements are necessary. Sufficient conditions are given in Gruen and Leisch (2008).

Details

The M-step is performed using coxph.fit.

References

Bettina Gruen and Friedrich Leisch. Identifiability of finite mixtures of multinomial logit models with varying and fixed effects. Journal of Classification, 25, 225--247. 2008.

See Also

FLXMRmultinom

Examples

if (require("mlogit")) {
  data("Catsup", package = "mlogit")
  Catsup$experiment <- seq_len(nrow(Catsup))
  vnames <- c("display", "feature", "price")
  Catsup_long <-
    reshape(Catsup,
            idvar = c("id", "experiment"),
            times = c(paste("heinz", c(41, 32, 28), sep = ""),
              "hunts32"),
            timevar = "brand",
            varying = matrix(colnames(Catsup)[2:13], nrow = 3, byrow = TRUE),
            v.names = vnames,
            direction = "long")
  Catsup_long$selected <- with(Catsup_long, choice == brand)
  Catsup_long <- Catsup_long[, c("id", "selected", "experiment", vnames, "brand")]
  Catsup_long$brand <- relevel(factor(Catsup_long$brand), "hunts32")
  set.seed(0808)
  flx1 <- flexmix(selected ~ display + feature + price + brand | id,
                  model = FLXMRcondlogit(strata = ~ experiment), 
                  data = Catsup_long, k = 1)
}